Comments (1)
blackwer
commented on June 26, 2024
wrote faster code than Eigen for a project we did here on kmers for biome models
This isn't exactly verified. The matrix multiplies were done on the python side of that code using MKL's sparse multiply routines via the package sparse_dot_mkl. I haven't actually written any custom multiply routines. Most of the innovation in that project is on building the matrices quickly.
That said, I haven't heard great things about working with sparse matrices in Eigen. Does Eigen support external backends for sparse matrices like it does for classic BLAS/LAPACK stacks? It would be good to get a view of the current landscape regarding the speed and interop of various libraries for sparse matrix operations, basically.
from math.
Related Issues (20)
- Add an ARCHITECTURE.md file HOT 2
- Improve numerical stability of von_mises_lpdf
- Add MVN low rank
- Add orthogonal parameterization of gamma distribution
- reduce_sum fails if tuples are passed HOT 3
- Does BIT=32 do anything? HOT 1
- bernoulli_rng - add signature `ints bernoulli_rng(real theta)`
- Question: documentation or publication about varmat (var<mat>) HOT 2
- Ambiguity between `fwd` and `mix` signatures for `hessian()` HOT 2
- multinomial_rng throws exception when total count N is zero HOT 1
- Profiling system is not thread safe HOT 1
- Integrated Laplace approximation HOT 3
- Using the wiener_lpdf() function in the cmdstanr package to implement a diffusion model, the construction of a Markov chain was unsuccessful HOT 1
- Eigen assertion failure in `hcubature` HOT 10
- Add a custom `eigen_assert` macro
- add sincos function HOT 1
- Add overload for `lub_constrain`/`lub_free` for single tuple of bounds HOT 3
- Inconsistent type used for size of containers
- Reconsider Makefile including config from `$HOME` HOT 1
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from math.