search

shachen / PLDS

The Penalized Linear Dynamical System Project
18 stars 12 forks source link

C'*inv(R) #73

Closed jovo closed 9 years ago

jovo commented 9 years ago

C'*inv(R) might be able to be much faster. in particular, try using inv(diag(R))

and bsxfun(@times,C',inv(diag(R)) or something like that

@yangyutu