these commits reflect the algorithmic changes made by @kendrickkay in the past several months, which are described in the current draft of the manuscript (soon to be preprinted). we have verified that the outputs of the python implementation match the matlab implementation (up to numeric precision), for one use case involving wantshrinkage=False and one use case involving wantshrinkage=True. further edge casing may reveal small bugs, which will be handled in subsequent commits/pull requests. example01.ipynb will also be prettified in subsequent commits.
these commits reflect the algorithmic changes made by @kendrickkay in the past several months, which are described in the current draft of the manuscript (soon to be preprinted). we have verified that the outputs of the python implementation match the matlab implementation (up to numeric precision), for one use case involving wantshrinkage=False and one use case involving wantshrinkage=True. further edge casing may reveal small bugs, which will be handled in subsequent commits/pull requests. example01.ipynb will also be prettified in subsequent commits.