<p><a href="https://stats.stackexchange.com/users/84394/bill-woessner">https://stats.stackexchange.com/users/84394/bill-woessner</a></p>

<p>One could probably pick any of this user's answer for a bounty (as I have done already for his most-upvoted answer). The one comparing eigen- and Cholesky-factorization is particularly good.</p>

<p>[Bounty placed and awarded.]</p>
