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Avoid unnecessary matrix inversions #73

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ilopezgp opened this issue Aug 5, 2020 · 0 comments
Closed

Avoid unnecessary matrix inversions #73

ilopezgp opened this issue Aug 5, 2020 · 0 comments
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ilopezgp commented Aug 5, 2020

There are several instances of matrix inversion in the source code where it is only necessary to perform a linear solve.

Matrix inversion is more expensive and less accurate than linear solvers, so all these instances should be deleted.
@ilopezgp ilopezgp added the enhancement New feature or request label Aug 5, 2020
@ilopezgp ilopezgp self-assigned this Aug 5, 2020
@ilopezgp ilopezgp mentioned this issue Aug 5, 2020
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bors bot added a commit that referenced this issue Aug 11, 2020
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Merge #74
2e0f764 
74: Substitute unnecessary matrix inversion, use linear solve instead. r=ilopezgp a=ilopezgp

This PR solves issue #73 . Inverting the observational covariance matrix is not necessary, a linear solve can be used instead. The linear solve is faster and more accurate, which can be important when the observational covariance matrix is large or ill-conditioned. 

Co-authored-by: ilopezgp <ilopezgp@gmail.com>
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