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jaredhuling / oem

Penalized least squares estimation using the Orthogonalizing EM (OEM) algorithm
http://jaredhuling.org/oem
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Some fixes and optimizations #2

Closed yixuan closed 7 years ago

yixuan commented 7 years ago
  1. Line 143, diag.sqrt() is changed to diag.cwiseSqrt(). The latter is defined for the Matrix type, and avoids compilation error in the new 3.3 version of Eigen
  2. Avoids memory copy in largestEig()
  3. Uses squaredNorm() to calculate standard deviations
  4. Other tweaks