Like invquad(M, x) == quad(inv(M), x), it would be useful to also have functions invwhiten(M, x) == whiten(inv(M), x) and invunwhiten(M, x) == unwhiten(inv(M), x). This is primarily useful when the PD matrix represents a precision matrix instead of a covariance.
Like
invquad(M, x) == quad(inv(M), x), it would be useful to also have functionsinvwhiten(M, x) == whiten(inv(M), x)andinvunwhiten(M, x) == unwhiten(inv(M), x). This is primarily useful when the PD matrix represents a precision matrix instead of a covariance.