Solve many right-hand-side batches with one Cholesky factor

This is the same operation as repeatedly calling chol_solve(factor, B[[i]]), but it packs all RHS batches into one wide solve and then splits the result. BLAS/GPU backends generally amortize launch and dispatch overhead much better on one wide RHS than on many small independent solves.

Usage

chol_solve_batches(factor, B)

Arguments

factor

An amChol object from chol_factor.

B

A list of RHS vectors/matrices, or a 3-D array [n, k, batch].

Value

A list of solution vectors/matrices.