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Improve Householder Product#85

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mj023 wants to merge 1 commit intomainfrom
improve-qr
Open

Improve Householder Product#85
mj023 wants to merge 1 commit intomainfrom
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@mj023
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@mj023 mj023 commented Feb 19, 2026

Removes unnecessary computations in the householder product, improves the runtime by 30%.

There should be no reason to calculate Q at all, as only R is used in the Kalman Filter. Then the householder transformations can be applied directly to $R^{-1}$ during the gradient calculation.

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codecov bot commented Feb 19, 2026

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 91.01%. Comparing base (dc87cf5) to head (f0ee34b).

Additional details and impacted files
@@            Coverage Diff             @@
##             main      #85      +/-   ##
==========================================
- Coverage   91.02%   91.01%   -0.01%     
==========================================
  Files          42       42              
  Lines        3587     3584       -3     
==========================================
- Hits         3265     3262       -3     
  Misses        322      322              

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