as of right now I'm *assuming* the weights are symmetric but they don't have to be... which also means that the particular matrix line of X <- sqrt_W %*% X %*% sqrt_W should be X <- sqrt_W %*% X %*% sqrt_psd_matrix(t(W))
as of right now I'm assuming the weights are symmetric but they don't have to be...
which also means that the particular matrix line of
X <- sqrt_W %% X %% sqrt_W
should be
X <- sqrt_W %% X %% sqrt_psd_matrix(t(W))