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Optimize memory consumption for the covariance matrices.

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@jdstamp jdstamp released this 05 Apr 00:45
· 55 commits to main since this release
8e53b19
MM-58: refactoring should save a lot of memory (#54) [rinstall]

* MM-58: refactoring should save a lot of memory

* MM-58: improved davies method with C

* MM-58: not sure whether tests are working