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Re: Symmetric Matrices: time and space efficient represenation

From: JuanPi
Subject: Re: Symmetric Matrices: time and space efficient represenation
Date: Fri, 19 Feb 2016 16:30:30 +0100

On Fri, Feb 19, 2016 at 2:46 PM, Michele Martone
<address@hidden> wrote:
> On address@hidden:34, JuanPi wrote:
>> On Fri, Feb 19, 2016 at 2:25 PM, Michele Martone
>> <address@hidden> wrote:
>> > On address@hidden:11, JuanPi wrote:
>> >> Hi all,
>> >>
>> >> I am looking for a library with a good representation for symmetric
>> >> matrices. Does Octave has one? (in pkg mechanics there was a first
>> >> attempt)
>> >> Anybody knows a good C/C++ or Fortran library?
>> >>
>> >> Thanks
>> >
>> > Hi JuanPi,
>> >
>> > if you mean sparse symmetric matrices, possibly big ones, the sparsersb
>> > package
>> >
>> > based on librsb could be of your interest.
>> >
>> Thank you Michele,
>> >From what I can read this representation doesn't exploit the symmetry
>> of the matrix. Does it?
>> In general I am dealing with full symmetric matrices, which are fully
>> represented by its upper or lower triangular matrix.
>> Would you know some lib specific for these matrices?
> Hi JuanPi,
> It is a specialty of librsb to exploit the symmetry of matrices.
> Also having multiple right hand sides for multiplication is exploited;
> you can see this poster for some benchmarks versus Intel's MKL:
> If you have >1e6 nonzeroes sparse matrix I highly recommend librsb.
> Being currently there are no special subcases for fully or partially
> dense ones.
> If I find an application area where matrices with substantially full
> portions arise, I could think of implement such an extension, so to
> adapt with a "dense/sparse" hybrid.
> But I'm not aware of such application areas so far.
The area of application is all kernel regression methods (e.g.
Guassian processes, Gaussian Bayesian estimation)
The covariance matrices are symmetric and most of the time not sparse.

> If you deal only with dense symmetric, the standard approach is
I will se what they have, but I did not see anything exploiting
symmetry directly.


JuanPi Carbajal
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