# Non-centered multivariate normal model with common variance

**URL:** <https://discourse.pymc.io/t/non-centered-multivariate-normal-model-with-common-variance/13338>\
**Category:** version agnostic\
**Created:** [November 20, 2023, 6:19pm UTC](https://discourse.pymc.io/t/non-centered-multivariate-normal-model-with-common-variance/13338 "2023-11-20T18:19:11Z")\
**Posts on this page:** 1\
**Showing post:** 7

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**Author:** ![PaoloAndrich](https://yyz2.discourse-cdn.com/flex036/user_avatar/discourse.pymc.io/paoloandrich/32/4534_2.png) [@PaoloAndrich](https://discourse.pymc.io/u/PaoloAndrich)\
**Post date:** [November 23, 2023, 4:05pm UTC](https://discourse.pymc.io/t/non-centered-multivariate-normal-model-with-common-variance/13338/7 "2023-11-23T16:05:15Z")

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Ah definitely don’t worry, you are being super helpful!  
Gotcha, yes this makes sense if LKJCorr returns already the correlation matrix components rather than the Cholesky factors.

Works like a charm and it’s blazing fast!  
Thanks again A TON!

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