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choleskyEigen

Trying to bind a few Cholesky-related functions to Jax.

  • All Eigen-related code lies in cholesky.cpp.
  • Individual Jax Primitives are defined in their individual files under /choleskyEigen.
  • main.py exists for testing purposes.

Installation

Make sure you have Eigen development headers installed.

Run cmake . && make to compile the python module. It can then be imported natively using import choleskyEigenLib, although this only includes the registrations dictionary.

The main module lies under choleskyEigen.

Commit

Run pre-commit run -a before comitting your work.

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📦 Jax wrapper for Cholesky functions from Eigen.

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