8 ms·
What would you use to solve the system? Iterative methods or gradient descent even?
by clarkeni 7y ago
What would you use to solve the system? Iterative methods or gradient descent even?
- lp251 7y agoyes
- plus 7y agoSomething like MINRES or GMRES or CGSTAB. Correct me if I'm wrong, but the covariance matrix in GPR should be diagonally dominant, so the diagonal of the matrix can be used as a somewhat effective preconditioner.
- nestorD 7y agoWith most kernels the matrix is symmetric and positive-definite so I would probably use a conjugate gradient: https://en.wikipedia.org/wiki/Conjugate_gradient_method https://en.wikipedia.org/wiki/Conjugate_gradient_method