2010-12-14

inverting large matrices

Today was an all-talking day, with Murray, Bovy, and I discussing all our projects that involve—or might involve—Gaussian processes. Murray started to describe some methods for making approximations to large variance tensors that make them computationally possible to invert. These might be of great value; when the matrix gets larger than a few thousand by a few thousand, it becomes hard to invert in general. Inversion is n-cubed.

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