3 Mar
2011
3 Mar
'11
11:16 a.m.
On Thu, Mar 3, 2011 at 4:04 PM, Ryan <mccorywork@gmail.com> wrote:
On Wed, Mar 2, 2011 at 2:06 PM, Bo Jensen <jensen.bo@gmail.com> wrote:
LU is a factorization of the matrix not a inverse...in real life inverting the matrix is only for small examples.
Since I'm dealing with a Kalman Filter in my real life the inverse is needed.
Sorry my mistake, I did not know of Kalman Filter. I work with high performance linear algebra where inversion is a no no.
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