Comments (3)
It would be more stable and faster as well. Would you be able to prepare a PR?
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Yes, I will do so.
from pdmats.jl.
Fixed by #95.
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Related Issues (20)
- Design question/discussion: PDMat without constructing full matrix HOT 1
- `chol_lower` does not avoid allocations
- ERROR: MethodError: no method matching cholesky HOT 2
- StackOverflowError during type inference on PDMats 0.11.5 HOT 5
- Support for StaticArrays HOT 4
- Support for BandedMatrices HOT 2
- Generalize PDMat constructor from Cholesky
- Add `invwhiten` and `invunwhiten`
- Problems with Zygote and the `PDMat` constructor HOT 21
- v0.11.8 could be breaking for downstream packages HOT 2
- Missing Method for StaticArrays
- Don't export `dim` HOT 4
- LowerTriangular matrix multiplication for Static Vector missing HOT 2
- Make SparseArrays a weak dependency? HOT 3
- Missing `*` method for `PDiagMat`
- Avoid Disrupting Array Types HOT 2
- `X_A_Xt` symmetric output breaks addition and subraction typing with static PDMats HOT 15
- Other factorizations: parametrization or new names? HOT 1
- Multiplication of `PDMat` with a scalar recomputes the Cholesky factorization
- gemm! alias HOT 5
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