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Jan 13, 2017 at 14:12 answer added DrHansGruber timeline score: 1
Apr 2, 2016 at 15:47 comment added Federico Poloni That $N^2$ may be missing a coefficient 2 in front of it, but your analysis looks correct to me. As usual, computing inverses explicitly is the wrong choice -- not at all surprising: the same happens for dense matrices.
Apr 2, 2016 at 15:42 comment added hardmath Since $A$ remains constant, the usual preference is to store $A$ in its factored form $LL^T$, since the back-solve and forward-solve are $O(N)$ complexity.
Apr 2, 2016 at 2:42 history asked me10240 CC BY-SA 3.0