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Add invwhiten and invunwhiten #157

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sethaxen opened this issue Apr 16, 2022 · 0 comments
Open

Add invwhiten and invunwhiten #157

sethaxen opened this issue Apr 16, 2022 · 0 comments

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@sethaxen
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Like invquad(M, x) == quad(inv(M), x), it would be useful to also have functions invwhiten(M, x) == whiten(inv(M), x) and invunwhiten(M, x) == unwhiten(inv(M), x). This is primarily useful when the PD matrix represents a precision matrix instead of a covariance.

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