@dwish |
@dwish | “” | Supply ![]() |
@dwishc | “c” | Supply the Cholesky decomposition of ![]() This form is more efficient when performing multiple draws from the same distribution (compute the Cholesky once, but sample many times). |
@dwishi | “i” | Supply ![]() This form is more efficient than explicitly inverting ![]() ![]() |
@dwishic | “ic” | Supply the Cholesky decomposition of ![]() This form combines the efficiencies of the Cholesky and inverse forms. |