ALF merge requestshttps://git.physik.uni-wuerzburg.de/ALF/ALF/-/merge_requests2021-04-19T14:19:29Zhttps://git.physik.uni-wuerzburg.de/ALF/ALF/-/merge_requests/62WIP: Resolve "Cholesky vs maxent"2021-04-19T14:19:29ZFlorian GothWIP: Resolve "Cholesky vs maxent"Closes #113. Replaces the previously used eigenvalue decomposition with a cholesky decomposition in case of a dense covariance matrix. Things to note:
- made some intents on function arguments clearer.
- Testing occured on artificial i...Closes #113. Replaces the previously used eigenvalue decomposition with a cholesky decomposition in case of a dense covariance matrix. Things to note:
- made some intents on function arguments clearer.
- Testing occured on artificial input. All data that i touched in Fakher's testsuite had covariance matrices which are not positive definite.
In the attachment you'll find a small test program and compare that the resulting norms are equal, although the generated vectors are different.[test.f03](/uploads/4f59d1c5dde4c3efce8dcfb81cf10878/test.f03)