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CholeskyPolicy

sealed interface CholeskyPolicy(source)

What F64Decompositions.cholesky does when the matrix turns out not to be positive-definite.

Inheritors

Types

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data class Regularize(val minimumPivot: Double = 1.0E-10) : CholeskyPolicy

Continue past a non-positive pivot, treating it as minimumPivot instead. The result is a genuine Cholesky factor of a nearby matrix, not of the input.

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data object Strict : CholeskyPolicy

Throw at the first non-positive pivot, naming the position and the value.