probnum
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Can kronecker functionality be factored out of `Normal` already?
Currently linear algebra functionality for Kronecker covariances is implemented in the Normal
class in various methods, one example here. This is not ideal, as i) Kronecker algebra should belong to the linops package, and ii) the Normal class may be cluttered soon.
Question: can code for Kronecker functionality already be moved at this point to the correct module? Or is anything else needed to do so?
Functionality regarding Kronecker products (e.g. Cholesky decomposition) should be part of LinearOperator
(derived) classes, e.g. Kronecker
. Therefore the functionality in Normal
needs to be refactored into Kronecker
, etc.
However, I don't think that we can get rid of any Kronecker-specific routines other than the two Cholesky routines.