Avoid cholesky decomposition of diagonal matrices in linear regression models #488

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jseabold opened this Issue Oct 1, 2012 · 0 comments

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jseabold commented Oct 1, 2012

We needlessly take the cholesky decomposition of pinv(sigma) even in cases where we know sigma is diagonal. This could be avoided.

@jseabold jseabold closed this in d10372d Oct 5, 2012
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