Add Pivoting Cholesky

[Thijs Withaar]

For semi-definite square matrices, the Cholesky decomposition does not exist, but the pivoting version does.

An initial draft is here: https://bitbucket.org/thijs_withaar/blaze/src/pivoting_cholesky/

I could work on this a bit more, but would need some feedback on whether this is desired and if the branch above goes more or less in the right direction.

[Klaus Iglberger]

Hi Thijs!

I’ve taken a look at your commit and both feel that this would be a desirable addition and that the branch goes into the right direction. If you finish this and provide a pull request we would be happy to merge it into the Blaze master branch. However, due to time constraints we might not be able to merge it right away. This is very unfortunate, but should in no way be a discouragement. Please, keep up the good work, we highly appreciate any valuable contribution.

Best regards,

Klaus!

[Thijs Withaar]

That’s good to hear. I have a local branch to work on, so for me it’s fine if things take a bit of time.

Currently, the ‘create pull request’ button says I don’t have permission to do that. What can I do to resolve that?

[Klaus Iglberger]

Hi Thijs!

It has nothing to do with the settings of the Blaze repository. Everyone is free to create pull requests. Unfortunately I cannot say what the problem is. You might have to try a couple of things.

Best regards,

Klaus!

[Thijs Withaar]

Ah, I didn’t quite press the right buttons. The pull-request is here:

https://bitbucket.org/blaze-lib/blaze/pull-requests/51

[Klaus Iglberger]

This feature has been introduced by Thijs Withaar in pull request #51. The feature is immediately available via cloning the Blaze repository and will be officially released in Blaze 3.9.