Timeline for The derivative of the Cholesky factor
Current License: CC BY-SA 3.0
9 events
when toggle format | what | by | license | comment | |
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Mar 25, 2021 at 11:09 | comment | added | Iain Murray | Yes, $\delta_{kl}$ is a Kronecker delta. | |
Mar 24, 2021 at 11:20 | comment | added | stollenm | It must be the Kronecker delta: en.wikipedia.org/wiki/Kronecker_delta | |
Mar 24, 2021 at 10:34 | comment | added | stollenm | Quick question: What is $\delta_{kl}$ here? | |
Mar 4, 2020 at 12:04 | comment | added | Benjamin Christoffersen | Thanks! There is a simple C++ implementation of the above here if anyone finds it useful. | |
Feb 26, 2016 at 7:46 | comment | added | Iain Murray | Thanks. I've made a note to add a link in my next revision. | |
Feb 25, 2016 at 18:31 | comment | added | Steven Pav |
FWIW, I have implemented the derivative in the madness R package: github.com/shabbychef/madness/blob/master/R/matwise.r#L76-L88
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Feb 25, 2016 at 18:00 | review | Late answers | |||
Feb 25, 2016 at 18:17 | |||||
Feb 25, 2016 at 17:45 | review | First posts | |||
Feb 25, 2016 at 18:16 | |||||
Feb 25, 2016 at 17:43 | history | answered | Iain Murray | CC BY-SA 3.0 |