Mike O'Neil and I worked on the real-space covariance function for the cosmic microwave background radiation. He summed the Legendre polynomials to convert the C_ell spectrum into an angle-space kernel or covariance matrix. He plotted the real-space covariance and it is very pretty; it shows the baryon acoustic feature and oscillates at huge angle. He then looked at some symmetries of the matrix: It can be expressed as a sparse sum of outer products. Because of this, it is possible that he can develop a fast method for matrix factorization, linear-algebra solve operations, and (log) determinant evaluations.
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