How to compute cholesky to all slice of a tensor?
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I was looking for a fast and efficient way to compute the cholesky decomposition to all faces of a tensor and collect them into another tensor.
The easiest approach would be the following one, but I would like to know if it exist a more "elegant" way to do it:
A=rand(N,N,M) % suppose each NxN matrix to be positive semi definite
Thanks in advance
More Answers (1)
Christine Tobler on 26 Oct 2021
There isn't another way to do this right now. We have functions that do other linear algebra operations to each page of an ND-array: pagemtimes, pagesvd.
Could you say some more about where the matrix A is coming from in your application, and what your next steps are? Perhaps pagemtimes could be useful for working with the result of those Cholesky factorizations?