Redesign and optimize gaussian code path algorithm #7
Description
Feature request
This issue is a stub to begin optimizing this library for the gaussian code path.
Ideas
- Precomputing correlation matrices
- Singular Value Decompositions
- Cholesky Factorization
- Optimize shuffle tests (early stopping or graph shuffing)
- LRU caching
This issue is a living document
Any additional input or ideas are welcome.