Changeset 389cf33 in tol
- Timestamp:
- Nov 25, 2009, 8:04:33 PM (17 years ago)
- Branches:
- 1941-docker-image-to-test, devel, master
- Children:
- 2d517f2
- Parents:
- c7623c38
- File:
-
- 1 edited
Legend:
- Unmodified
- Added
- Removed
-
tol/stdlib/math/stat/models/bayesian/arima/_arma_process.tol
rc7623c38 r389cf33 55 55 //WriteLn("TRACE CholeskiFactorCov("+FullName(cov)+") VRows(cov)="<<VRows(cov)+" Sparsity(cov)="<<Real(VNonNullCells(cov)/VRows(cov)^2)); 56 56 VMatrix c = Drop(cov,1.E-16/VRows(cov)^2); 57 //WriteLn("TRACE CholeskiFactorCov Sparsity(c)="<<Real(VNonNullCells(c)/VRows(c)^2)); 58 //Real t0 = Copy(Time); 59 //VMatrix L = CholeskiFactor(c,"X",True); 60 //Real tm = Time-t0; 61 //WriteLn("TRACE CholeskiFactorCov time="<<tm); 62 //L 63 Pack(CholeskiFactor(c,"X",True)) 57 VMatrix L = CholeskiFactor(c,"X",True); 58 //WriteLn("TRACE CholeskiFactorCov L:"<<L); 59 VMatrix pL = Pack(L,1); 60 //WriteLn("TRACE CholeskiFactorCov pL:"<<pL); 61 pL 64 62 }; 65 63
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