tree 35f253cb096eebb6d2f71f380a5d7e9205164e75
parent df55682ba5fcef5409eee3d966df08433bc7cfbe
author Sameer Agarwal <sameeragarwal@google.com> 1659134153 -0700
committer Sameer Agarwal <sameeragarwal@google.com> 1659738612 -0700

Add mixed precision support for CPU based DenseCholesky

On problem-744-543562-pre.txt

The time spent in linear solver on my M1 Pro is

eigen        81.550970
eigen+mixed  54.107383
LAPACK       47.078127
LAPACK+mixed 28.639868

Solution quality is unaffected.

The implementation of RefinedDenseCholesky and DenseIterativeRefiner
are straightforward ports of RefinedSparseCholesky and
SparseIterativeRefiner (formerly IterativeRefiner).

It maybe possible to refactor the SparseCholesky and DenseCholesky
interfaces so that this code duplication can be removed in the
future.

Change-Id: I921334224cb97629a60390f2add822de207f7923