nojhan
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9decda0c6a
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cholesky factorization with rounding to zero
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2011-11-15 17:10:46 +01:00 |
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nojhan
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06100a6b57
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test binary now computes average errors of the differents cholesky factorization methods over random covariance matrices
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2011-11-13 21:40:39 +01:00 |
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nojhan
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17ce8a90e3
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cholesky test can take matrix size and precision arguments
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2011-11-12 23:53:23 +01:00 |
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nojhan
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fe2cebc0e8
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BUGFIX: factorized matrix are not symetric, cholesky factorization should process different types for covariance and decomposition + better format output for cholesky test
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2011-11-12 23:44:31 +01:00 |
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nojhan
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e0f691c148
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the complete robust cholesky factorization -- bugfix in LDLT: return the factorization LD^1/2 instead of L, thus no needs of accessors on D
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2011-11-12 20:13:18 +01:00 |
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nojhan
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b2b1a96423
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working robust cholesky factorization, with test binary
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2011-11-12 15:52:18 +01:00 |
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