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Linear Solvers #4

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quattro opened this issue Jun 26, 2023 · 0 comments

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quattro commented Jun 26, 2023

We should start including some linear solvers for least-squares based on the sparse genotype class. Ideas would be

conjugate gradient
cholesky of the realized matrix
randomized/sketched solvers (e.g., iterative hessian sketch)

This repository provides a good place to start porting code over: https://github.com/jonathanlctt/ihs_srht/

quattro added the enhancement label

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