Dear All,
I am trying to optimize a GMM program for speed and I have the following question.
I have to solve the following equation ma*vp = mb, where ma is symmetric and PSD, and I am wondering if there is any reason to prefer
decldl(ma, &ml, &md);
vp = solveldl(ml,md,mb);
to
vp = invertsym(ma)*mb;
in terms of accuracy and speed.
Or is there an even more efficient method?
Thanks,
Sophocles
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