LLT linear solver using eigen3 #3101
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This is a great initiative, but we mostly want this solver to be part of linalg. |
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closing... |
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As given in #3074, implemented LLT linear solver in linalg using eigen3 for Dense Matrices to solve linear systems of the form (Ax=b) with a method to precompute the cholesky factor i.e. the lower triangular matrix L and a triangular solve method to solve the linear system given L and b as the input.