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nlbalancing's Issues

Solve transformation equations more efficiently

Construct the pseudoinverse rather than solving for it. N*N is a diagonal matrix, as is the Nk (1 \otimes Sigma^2) squared, but then the cross terms are also diagonal, so I have a block matrix with diagonal blocks.

  1. Instead of computing those blocks with matrix multiplication, I can cosntruct
    (A*A.') directly/analytically.

Idea for acceleration based on symmetrization/unsymmetrization

The unsymmetrized coefficients are sparse. This could be used to reduce memory usage. Furthermore, certain operations may be faster with a small number of nonzero entries. On the other hand, certain operations are faster using symmetry.
Can we only symmetrize when necessary? Or unsymmetrize when possible to accelerate?

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