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Ran 07 Mar 2017 11:08PM UTC

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Committed 07 Mar 2017 11:03PM UTC coverage: 73.05%. First build

Job # 920.2

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push

travis-ci

Committed by

btracey

Commit Message

Store sigma in Normal and StudentsT

Currently, we throw sigma away, and recompute it if necessary. This PR keeps sigma. This fixes an issue with concurrent calling of methods. In addition, however, it removes any possible issues with reconstructing a badly-conditioned sigma from its Cholesky decomposition, and avoids an extra n^3 work if sigma does need to be recomputed. The complexity of the implementation and difficulties listed above is not worth the memory savings in some cases, especially since the memory of the type is already O(n^2)

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