Remix.run Logo
amarcheschi 4 hours ago

Isn't cholesky - used to substitute householder at a point - faster but less stable in some cases? I'm just recalling from memory since I had done a small project on qr decomposition with householder for an exam this year. I mean, if it is faster than the standard torch operation probably there are good reasons for which it is not the default standard torch operation. Might as well be wrong, I'm not sure

cdavid 3 hours ago | parent [-]

For once Cholesky is less general than QR: Cholesky only makes sense for positive matrices, while QR works for any matrix (including non square).

Also QR is a primitive for operations like finding eigenvalues, and I don't think Cholesky can be used there.