Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Add faster inversion of covariance #55

Open
JCGoran opened this issue Apr 6, 2023 · 0 comments · May be fixed by #56
Open

Add faster inversion of covariance #55

JCGoran opened this issue Apr 6, 2023 · 0 comments · May be fixed by #56
Assignees
@JCGoran
Labels
derivatives Related to the derivatives module enhancement New feature or request

Comments

@JCGoran
Copy link
Owner

JCGoran commented Apr 6, 2023

From this SO answer, it appears that one can use low-level SciPy modules to gain a speedup in inverting positive-definite symmetric matrices, which would be useful for the covariance.
@JCGoran JCGoran added enhancement New feature or request derivatives Related to the derivatives module labels Apr 6, 2023
@JCGoran JCGoran self-assigned this Apr 6, 2023
JCGoran added a commit that referenced this issue Apr 6, 2023
@JCGoran
Added faster method for inverting symmetric matrices
bd105ea 
Fixes #55.
The implementation was taken from here:
https://stackoverflow.com/a/58719188
with some minor improvements.
JCGoran added a commit that referenced this issue Apr 6, 2023
@JCGoran
Added faster method for inverting symmetric matrices
9637ef7 
Fixes #55.
The implementation was taken from here:
https://stackoverflow.com/a/58719188
with some minor improvements.
@JCGoran JCGoran linked a pull request Apr 6, 2023 that will close this issue
Draft
JCGoran added a commit that referenced this issue Apr 6, 2023
@JCGoran
Added faster method for inverting symmetric matrices
be624d6 
Fixes #55.
The implementation was taken from here:
https://stackoverflow.com/a/58719188
with some minor improvements.
JCGoran added a commit that referenced this issue Apr 10, 2023
@JCGoran
Added faster method for inverting symmetric matrices
f011dec 
Fixes #55.
The implementation was taken from here:
https://stackoverflow.com/a/58719188
with some minor improvements.
It also raises a `LinAlgError` if the matrix is singular.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Assignees

@JCGoran JCGoran

Labels
derivatives Related to the derivatives module enhancement New feature or request
Projects
None yet
Milestone
No milestone
Development

Successfully merging a pull request may close this issue.

Added faster method for inverting symmetric matrices JCGoran/fitk
1 participant
@JCGoran