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Implement reverse-maximin ordering and corresponding Cholesky/linear KR-map estimate#67

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reverse-maxmin-ordering
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Implement reverse-maximin ordering and corresponding Cholesky/linear KR-map estimate#67
Blunde1 wants to merge 6 commits into
mainfrom
reverse-maxmin-ordering

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@Blunde1 Blunde1 commented Apr 28, 2025

Resolves #66

  • Add notebook showing the various options for SPD precision estimation:
    • Direct and exact estimate. Ordering is AMD/METIS or similar from suitsparse
    • Incomplete Cholesky factor. Improves by expanding the graph
    • Approximate Cholesky factor using reverse-maximin ordering and corresponding sparsity structure
  • Adopt reverse-maximin ordering into a separate module, cholesky_estimation
  • Corresponding Cholesky estimation using the sparsity pattern and ordering.
    • First using linear KR-map methodology
    •  Secondly with Equation 2.3 in the reference paper by Schäfer
  • Exchange reverse-maximin function in notebook with package/module implementation

Remember to document well. Reference the paper and Algorithm C.1 heavily

@Blunde1 Blunde1 marked this pull request as draft April 28, 2025 12:07
@Blunde1 Blunde1 force-pushed the reverse-maxmin-ordering branch from 33ce15a to 420d206 Compare April 30, 2025 06:56
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Implement Sparse Cholesky approximatin by KL Minimization from Schäfer 2021

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