skip Cholesky decomposition in is>>n_mv_dist

Ulrich Drepper drepper@gmail.com
Fri Aug 9 08:33:00 GMT 2019


On Fri, Aug 9, 2019 at 9:50 AM Alexandre Oliva <oliva@adacore.com> wrote:

> normal_mv_distribution maintains the variance-covariance matrix param
> in Cholesky-decomposed form.  Existing param_type constructors, when
> taking a full or lower-triangle varcov matrix, perform Cholesky
> decomposition to convert it to the internal representation.  This
> internal representation is visible both in the varcov() result, and in
> the streamed-out representation of a normal_mv_distribution object.
>
> […]
>


> Tested on x86_64-linux-gnu.  Ok to install?
>

Yes.  Thanks.



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