scikit-learn/scikit-learn — pull request #1015 by vene (2012-08-12 09:45:20+00:00)
Title: WIP: Low-hanging speedups in covariance

With this simple change I get a 1.6 speedup on running MinCovDet for a 100x100 matrix.

I am in process of turning calls to pinv into lapack function calls, for what I estimate to be a 5x speedup.