On Wednesday, November 5, 2014 5:53:57 PM UTC-5, David van Leeuwen wrote: > > I don't have time right now to dive into your gists, but "summing a lot of >> Δ * Δ'" sounds very much like a matrix X'X operation since X'X = >> ∑xᵢ*xᵢ' where the xᵢs are the rows of X. >> > > sure, but the problem is slightly more complex as each of the terms that > need to be summed has its own private weight (the responsibility of the > mixture for the data point). >
That sounds like X'*D*X where D is a diagonal matrix.
