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Use a sparse matrix of np.eye in fit_woodbury #4

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leferrad opened this issue Sep 12, 2020 · 1 comment
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Use a sparse matrix of np.eye in fit_woodbury #4

leferrad opened this issue Sep 12, 2020 · 1 comment

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@leferrad
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Otherwise, with large input (e.g. +10k rows) it would involve expensive algebraic operations

@leferrad
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Solved in #17

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