optimization: do not solve a second time if K is symmetric ... if it is faster at all?

Author: smartass101

pymc3/gp/util.py

@@ -15,13 +15,17 @@ def invert_dot(L, X):
 
 def project_inverse(P, L, diag=True, P_T=None):
     """Wrapper for common pattern P @ K^{-1} @ P^T where K = L @ L^T"""
-    if P_T is None:
+    symmetric = P_T is None
+    if symmetric:
         P_T = P.T
+    A = solve_lower(L, P_T)
     if diag:
-        A = solve_lower(L, P_T)
         return tt.sum(A * A, axis=0) # the diagonal of A.T @ A
     else:
-        return tt.dot(P, invert_dot(L, P_T))
+        if symmetric:
+            return tt.dot(A.T, A)
+        else:
+            return tt.dot(P, invert_dot(L, P_T))
 
 
 def infer_shape(X, n_points=None):