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FiniteGP constructor to convert Diagonal(Fill(...)) to ScalMat. #307

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st-- opened this issue Mar 31, 2022 · 0 comments
Open

FiniteGP constructor to convert Diagonal(Fill(...)) to ScalMat. #307

st-- opened this issue Mar 31, 2022 · 0 comments

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@st--
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st-- commented Mar 31, 2022

Well, the suggestion was not to drop support for Diagonal(Fill(...)) but simply to convert them to ScalMat when a FiniteGP is constructed. The main advantage is that Diagonal(Fill(...)) would hit the same internal optimizations as ScalMat but we only have to implement them for ScalMat. Similar to eg observations as Matrix but internally we only have to deal with vectors.

Originally posted by @devmotion in #236 (comment)

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