Hi,
I need to compute
y' inverse(XX') y
for many y (say 10000), where X may be large but XX' is small (say 50x50 or
100x100).
I need to do this symbolically because I need the gradient of that
expression wrt a parameter X depends on.
Usually, I'd get L from the Cholesky decomposition, invert L, etc... I'd
invert L because I have many y, as I said.
How should I do this in theano for maximum efficiency?
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