Hi All, There is a PR <https://github.com/numpy/numpy/pull/14197> up that adds a "mode" variable to `multivariate_normal`. It allows choosing various options for factoring the passed covariance.
1. "fast" -- cholesky (x45 legacy method) 2. "default" -- eigh (used in R I believe) 3. "legacy" -- svd (current method) 4. "factor" -- proposed Feedback is welcome. Chuck
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