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Solvers

Figure 2.1 shows comparison between standard Lapack and LFMat for solving full (no zeroes) float symmetric definite positive matrices with or without mmx code.

Figure 2.1. Time to solve Ax=b using cholesky using the standard library over time using LFMat.

In practice, I use mixed sparse/sky line storage in order to get far better results...

TODO : benchmarks with SSE2 and Altivec.