I am trying to solve for X in BC=X where B is a symmetric positive semi-definite matrix and X is simply a vector with 1 in all of it’s entries. As far as I understand, this can be solved using C=B\X , but I was wondering that how can I take advantage of the positive semi-definite nature of B in orde…

I would start with just cholesky(Hermitian(B)) \ X (you can use Symmetric instead of Hermitian, it makes no difference for real matrices). Using the Cholesky factorization will bestow the numerical and efficiency benefits you’re after. Although if your matrix is singular (not strictly positive defi…

Solving linear system BC = X where B is a symmetric positive semi-definite matrix

General Usage Performance

gdalle June 6, 2024, 3:06pm 7

Have you considerd using StaticArrays.jl, perhaps in conjunction with the custom BLAS methods mentioned here?

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Solving linear system BC = X where B is a symmetric positive semi-definite matrix

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