The time has come once more to resume my journey into sparse matrices. There’s been a bit of a pause, mostly because I realised that I didn’t know how to implement the sparse Cholesky factorisation in a JAX-traceable way. But now the time has come. It is time for me to get on top of JAX’s weird control-flow constructs. And, along the way, I’m going to re-do the sparse Cholesky factorisation to make it, well, better. In order to temper expectations, I will tell you that this post does ...
