These are chat archives for elemental/chat

30th
Aug 2016
Jeff Hammond
@jeffhammond
Aug 30 2016 00:16

There should be a T-shirt or similar with this on it :-)

something in the middle of my preference to add functionality forever and your desire to release every day is likely the right compromise

Ryan H. Lewis
@rhl-
Aug 30 2016 03:29
@poulson: thanks for doing that. I'm looking into writing BFGS in El. Is it possible to use the existing Reflectors to store arbitrary rank 1 updates to the identity?
Jack Poulson
@poulson
Aug 30 2016 15:25
why use the reflection abstraction instead of using a product of tall-skinny dense matrices applied via a Gemm?
Ryan H. Lewis
@rhl-
Aug 30 2016 16:34
Let me think about how to do that
Ryan H. Lewis
@rhl-
Aug 30 2016 16:40
I'm not immediately seeing how you can use a Gemm here
Ryan H. Lewis
@rhl-
Aug 30 2016 16:58
I guess if you think of Bk = B{k-1} + U_k + S_k then Bk*v = [ B{k-1} | U_k | S_k ]v is a Gemv
But each U_k and S_k are rank one
Ryan H. Lewis
@rhl-
Aug 30 2016 17:05
But you need to apply the inverse
Ryan H. Lewis
@rhl-
Aug 30 2016 22:57
@poulson: seeing IPM based BPDN using about 1000x the resources of ADMM.