Re: skip Cholesky decomposition in is>>n_mv_dist

2019-08-09 Thread Jonathan Wakely
On 09/08/19 10:20 +0200, Ulrich Drepper wrote: On Fri, Aug 9, 2019 at 9:50 AM Alexandre Oliva wrote: normal_mv_distribution maintains the variance-covariance matrix param in Cholesky-decomposed form. Existing param_type constructors, when taking a full or lower-triangle varcov matrix, perform

Re: skip Cholesky decomposition in is>>n_mv_dist

2019-08-09 Thread Ulrich Drepper
On Fri, Aug 9, 2019 at 9:50 AM Alexandre Oliva wrote: > normal_mv_distribution maintains the variance-covariance matrix param > in Cholesky-decomposed form. Existing param_type constructors, when > taking a full or lower-triangle varcov matrix, perform Cholesky > decomposition to convert it to t

skip Cholesky decomposition in is>>n_mv_dist

2019-08-09 Thread Alexandre Oliva
normal_mv_distribution maintains the variance-covariance matrix param in Cholesky-decomposed form. Existing param_type constructors, when taking a full or lower-triangle varcov matrix, perform Cholesky decomposition to convert it to the internal representation. This internal representation is vis