To gain performance, root matrix multiplications could be replaced with faster (vectorized) operations.
Use TMatrixDSym for all covariances. Use TMatrixTSym<Element> &TMatrixTSym<Element> Similarity(const TMatrixT<Element> &b) for transformations.
Or: There will be a new vectorized Matrix lib in ROOT 6. Check this out!
Use TMatrixDSym for all covariances.
Use TMatrixTSym<Element> &TMatrixTSym<Element> Similarity(const TMatrixT<Element> &b) for transformations.
Or: There will be a new vectorized Matrix lib in ROOT 6. Check this out!