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fe2cebc0e8
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nojhan
fe2cebc0e8
BUGFIX: factorized matrix are not symetric, cholesky factorization should process different types for covariance and decomposition + better format output for cholesky test
2011-11-12 23:44:31 +01:00
nojhan
e0f691c148
the complete robust cholesky factorization -- bugfix in LDLT: return the factorization LD^1/2 instead of L, thus no needs of accessors on D
2011-11-12 20:13:18 +01:00
nojhan
b2b1a96423
working robust cholesky factorization, with test binary
2011-11-12 15:52:18 +01:00