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R = inv(X.t() * Z) * X.t(); should be R = solve(X.t() * Z, X.t());
This probably doesn't matter for the amounts of data the rest of the implementation is scaled for, but it's good practice and fixed a problem I had with an ill-conditioned matrix.
The text was updated successfully, but these errors were encountered:
Thanks! We are working with the scalability of the whole package, so all improvements (even minor ones like this) is very welcome :-)
I'll update this in a PR next week or so.
src/weighted_matrix.cpp:72
:R = inv(X.t() * Z) * X.t();
should beR = solve(X.t() * Z, X.t());
This probably doesn't matter for the amounts of data the rest of the implementation is scaled for, but it's good practice and fixed a problem I had with an ill-conditioned matrix.
The text was updated successfully, but these errors were encountered: