[Numpy-discussion] (no subject)

[Charles R Harris]

Hi All,

There is a PR <https://github.com/numpy/numpy/pull/14197> up that adds a
"mode" variable to `multivariate_normal`. It allows choosing various
options for factoring the passed covariance.


   1. "fast" -- cholesky (x45 legacy method)
   2. "default" -- eigh (used in R I believe)
   3. "legacy" -- svd (current method)
   4. "factor" -- proposed

Feedback is welcome.

Chuck
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