Hi guys
I was wondering if there is a way to efficiently to do matrix factorizations/solve linear systems of equations on sparse matrices that have a special banded structure, such as tridiagonality.
In scipy there are a bunch of functions like solve_triangular, solve_banded, eig_banded and cholesky_banded but I couldn’t find anything for pytorch and am unforntunately not expert enough to implement that myself.
Any pointer would be highly appreciated
Cheers
Jonas