I just checked in tests for Wishart. Some of them fail. I'll get them
to pass once we are able to multiply matrices together.
Regarding the multiplication, thoughts on how to make multiplication
work generally?
The bummer is that we lose all the template
expression goodness, like lazy evaluation of
intermediates. At least all the really expensive
matrix operations like solving are with single-typed
matrices.
I asked the Eigen developers and they say it's
going to require some work on their side with traits
to get two differently typed matrices to work together.
So far, it's only possible with regular and complex,
but the same logic would work for regular and auto-dif.
- Bob