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We can be more clever and avoid inversions of S here:
TableTransforms.jl/src/transforms/eigenanalysis.jl
Lines 38 to 48 in 1841f05
function drsproj(λ, V) | |
Λ = Diagonal(sqrt.(λ)) | |
S = V * inv(Λ) | |
S, inv(S) | |
end | |
function sdsproj(λ, V) | |
Λ = Diagonal(sqrt.(λ)) | |
S = V * inv(Λ) * transpose(V) | |
S, inv(S) | |
end |
We should be able to express these inverses by swapping the order of the products and by transposing the matrices instead.
mrr00b00t
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