This repository has been archived by the owner on May 11, 2023. It is now read-only.
feat: Tridiagonal linear operator. #10
Labels
enhancement
New feature or request
good first issue
Good for newcomers
help wanted
Extra attention is needed
Tridiagonal matrices arrises under Markovian dynamics. The computational cost for doing inference with a (general) tridiagonal matrix is$O(n)$ , while a general matrix is $O(n^3)$ in the number of datapoints $n$ . Exploiting this is critical for scalability.
The text was updated successfully, but these errors were encountered: