chol: info check #133
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chol: info check #133
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mgates3
commented
Oct 23, 2023
|
This will conflict with @Treece-Burgess's work on timers (#136). I think it will be easiest for him to finish that work, then rebase this onto that. |
memcpy was going backwards. |
neil-lindquist
approved these changes
Nov 27, 2023
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Adds info check for positive definiteness to Cholesky. Unlike (Sca)LAPACK, this doesn't abort the computation, it will continue computing, presumably introducing NaNs. Cf. #111