Efficient implementation of some contextual classification methods (Q1965995)

The authors describe how a special form of the Cholesky factorization of the Kronecker product \(A\otimes \Sigma\) of two symmetric and positive definite matrices \(A\) and \(\Sigma\) can be used to efficiently compute \(x^T \left(A\otimes\Sigma\right)^{-1}x.\) The method is then used to develop an efficient algorithm to implement contextual classification models. An algorithm for their implementation is presented. The efficiency of this algorithm is analysed.