Merge pull request #95 from bayesthm/master

more stable quad and invquad with vectors
JuliaStats · Jun 10, 2019 · 9ccf54e · 9ccf54e
2 parents c4fe96f + f67bfd5
commit 9ccf54e
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/src/pdmat.jl b/src/pdmat.jl
@@ -68,8 +68,8 @@ end
 
 ### quadratic forms
 
-quad(a::PDMat, x::AbstractVector) = dot(x, a * x)
-invquad(a::PDMat, x::AbstractVector) = dot(x, a \ x)
+quad(a::PDMat, x::AbstractVector) = sum(abs2, a.chol.U * x)
+invquad(a::PDMat, x::AbstractVector) = sum(abs2, a.chol.L \ x)
 
 """
     quad!(r::AbstractArray, a::AbstractPDMat, x::StridedMatrix)