GPJax icon indicating copy to clipboard operation
GPJax copied to clipboard

feat: lazy Sum and Product computation.

Open daniel-dodd opened this issue 2 years ago • 0 comments

Introduce product and sum kernel computations (these are currently dense) by lazily building the gram matrix for each kernel, and then apply product and sum operations across a set of LinearOperators. This would allow e.g., to add two Kernels together with Diagonal gram covariance structure and experience O(N) time rather than O(N^3) for the current dense.

daniel-dodd avatar Aug 30 '23 22:08 daniel-dodd