use eig instead of SVD for Lofi

probml / rebayes

Recursive Bayesian Estimation (Sequential / Online Inference)

MIT License

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Closed murphyk closed 1 year ago

murphyk commented 1 year ago

Similar trick to GGT

petergchang commented 1 year ago

Closed in 8ffe2ab78370a5b358466f15525d7712df9899b4.