Skip to content
GitLab
Projects Groups Snippets
  • /
  • Help
    • Help
    • Support
    • Community forum
    • Submit feedback
    • Contribute to GitLab
  • Sign in
  • ALF ALF
  • Project information
    • Project information
    • Activity
    • Labels
    • Members
  • Repository
    • Repository
    • Files
    • Commits
    • Branches
    • Tags
    • Contributors
    • Graph
    • Compare
  • Issues 85
    • Issues 85
    • List
    • Boards
    • Service Desk
    • Milestones
  • Merge requests 13
    • Merge requests 13
  • CI/CD
    • CI/CD
    • Pipelines
    • Jobs
    • Schedules
  • Deployments
    • Deployments
    • Environments
    • Releases
  • Monitor
    • Monitor
    • Metrics
    • Incidents
  • Analytics
    • Analytics
    • Value stream
    • CI/CD
    • Repository
  • Wiki
    • Wiki
  • Activity
  • Graph
  • Create a new issue
  • Jobs
  • Commits
  • Issue Boards
Collapse sidebar
  • ALFALF
  • ALFALF
  • Merge requests
  • !62

WIP: Resolve "Cholesky vs maxent"

  • Review changes

  • Download
  • Email patches
  • Plain diff
Open Florian Goth requested to merge 113-cholesky-vs-maxent into master Oct 07, 2019
  • Overview 1
  • Commits 11
  • Pipelines 5
  • Changes 2

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

Edited Oct 07, 2019 by Florian Goth
Assignee
Assign to
Reviewers
Request review from
Time tracking
Source branch: 113-cholesky-vs-maxent