Skip to content

Instantly share code, notes, and snippets.

@rodluger

rodluger/eigensolver.ipynb

Created February 21, 2021 21:52
Show Gist options
  • Save rodluger/b7a433e1fdca5641626f5f95c8abe190 to your computer and use it in GitHub Desktop.
Save rodluger/b7a433e1fdca5641626f5f95c8abe190 to your computer and use it in GitHub Desktop.
Download ZIP
Eigendecomposition trick for applying covariance matrix inverses w/ different white noise
Display the source blob
Display the rendered blob
Raw
eigensolver.ipynb
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment