I have an algorithm that uses only the first k rows and k columns of a Cholesky factor L (i.e., the kth leading principal submatrix L = L[1:k, 1:k]). Currently I just extract it after the computation of the whole Cholesky factor, but is there any way to have cholesky from LinearAlgebra compute only …

[image] DanielVandH: I have an algorithm that uses only the first k rows and k columns of a Cholesky factor L (i.e., the kth leading principal submatrix L = L[1:k, 1:k]). Currently I just extract it after the computation of the whole Cholesky factor, but is there any way to have cholesky from Li…

Leading principal submatrix of Cholesky factor

Specific Domains Numerics

stevengj December 3, 2021, 1:03am 4

Yes, it prevents a copy being made for a slice like A[1:k,1:k]. See:

Views (Subarrays and other view types)
Consider using views for slices

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Leading principal submatrix of Cholesky factor

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