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add function of cholesky update #376

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AndersonYin opened this issue Mar 16, 2024 · 0 comments
Open

add function of cholesky update #376

AndersonYin opened this issue Mar 16, 2024 · 0 comments

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@AndersonYin
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Recently, I'm writing some functions of regression for linfa. And I met some usages of cholesky update in scikit-learn. I think that maybe to add cholesky update into ndarray is benifit as well. ndarray-linalg seems to be the binding of lapack, but I couldn't find the cholesky update implementation in it. So is there any suggestion?

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