Re: [ojAlgo-user] MatrixStore to BasicMatrix (or Cholesky factorization -> BasicMatrix)

[Chris L. <cg...@gm...>]

Again, thanks for such a quick reply.

>That link doesn't work...

Perhaps it was down temporarily or there's some sort of IP-based
restriction?  I was able to download the chapter pdf just now.

>Sounds to me as if you're one of those who should choose MatrixStore/PhysicalStore over BasicMatrix.

Thanks. I'll look into that.

>Did you find the org.ojalgo.random.process package? Cannot that be adapted or extended to do what you want?

I did find it, but sadly Gaussian processes are somewhat ill-suited to
the current interface, as I understand it: in a GP, all y are jointly
normal, where y_{t+1} depends on y_{1...t} via a covariance matrix
determined by \mathbf{x}_{1...t+1}. In contrast, it seems that the
interface is best suited for processes where y_{t+1} is independent of
y_{1...t-1} conditional on y_t, and there's no role for x.