bresch
f8ff34f82d
ekf2: optimize KHP computation
...
Calculating K(HP) takes less operations than (KH)P because K and H are
vectors.
Without considering the sparsity optimization:
- KH (24*24 operations) is then a 24x24 matrix an it takes
24^3 operations to multiply it with P. Total: 14400 op
- HP (24*(24+24-1) operations) is a row vector
and it takes 24 operations to left-multiply it by K. Total:1152 op
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..
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