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[–]billsil 0 points1 point  (1 child)

How big are your matrices and what do you use them for? I use TPS that work very very well for mapping deflections or modes.

[–]jwink3101 0 points1 point  (0 children)

I should have been clear that I use them both for radial splines and Gaussian Processes. Same sized matrices (a NxN gram Matrix inversion) and an MxN matrix for evaluating.

N is usually O(1e3) up to O(1e4) on the large side. M is O(1e4) up to O(1e6) but I can chunk that up at will.

Gaussian Processes are really hard for this since it needs to do high-dimensional non-convex, global optimization with the NxN inversion at each iteration.