Actually much more expensive, but I think that it could easily get confusing to use the permuted Cholesky factor. We should probably have a look at sqrtm and see if it could be made more efficient. It allocates a lot of memory and I am not sure that it is necessary.
2014-04-11 11:28 GMT+02:00 Toivo Henningsson <[email protected]>: > Isn't sqrtm more computationally expensive? > > > On Friday, 11 April 2014 09:03:38 UTC+2, Andreas Noack Jensen wrote: >> >> I think that sqrtm would often be the more reasonable advise. My guess is >> that the Cholesky factor is very often used like a matrix square root. >> > -- Med venlig hilsen Andreas Noack Jensen
