I have to compute $Tr(K^{-1}\Sigma)$ where both $K$ and $\Sigma$ are symmetric positive definite matrices.
Question is considering that I have computed the Cholesky, $L_1$ of $K$ previously, is there any sort of structure I can exploit to get $Tr(K^{-1}\Sigma)$?
If not what if I compute the Cholesky, $L_2$ of $\Sigma$, would this help?