I see in krg_based.py the following method
def is_training_ill_conditioned(self):
"""
Check if the training dataset could be an issue and print both
the dataset correlation matrix condition number and
minimal distance between two points.
----
Returns true if R is ill_conditionned
"""
R = self.optimal_par["C"] @ self.optimal_par["C"]
Since C comes from a Cholesky factorization of the matrix R, shouldn't it be the case that R = self.optimal_par["C"] @ self.optimal_par["C"].T? That is $R=CC^{\top}$. Let me know if I'm mistaken and any comments to help clear up my confusion would, as always, be appreciated.
I see in krg_based.py the following method
Since$R=CC^{\top}$ . Let me know if I'm mistaken and any comments to help clear up my confusion would, as always, be appreciated.
Ccomes from a Cholesky factorization of the matrixR, shouldn't it be the case thatR = self.optimal_par["C"] @ self.optimal_par["C"].T? That is