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This repository was archived by the owner on May 11, 2023. It is now read-only.
This repository was archived by the owner on May 11, 2023. It is now read-only.

feat: Tridiagonal linear operator. #10

@daniel-dodd

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@daniel-dodd

Tridiagonal matrices arrises under Markovian dynamics. The computational cost for doing inference with a (general) tridiagonal matrix is $O(n)$, while a general matrix is $O(n^3)$ in the number of datapoints $n$. Exploiting this is critical for scalability.

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