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I'm getting incorrect results when working with the [rrule for cholesky where A cholesky(Hermitian(a)).L , A)[1]
# both of the following produce expected result
Zygote.jacobian(a -> cholesky(Matr…
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Hello GENESIS Team,
I've encountered an issue with the fitNullModel function. I successfully ran fitNullModel when fitting a model with only an outcome and a covariate. However, when I attempt to i…
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```Julia
julia> cholesky(Symmetric(BandedMatrix(0 => 1:∞)))
Cholesky{Float64, InfiniteLinearAlgebra.AdaptiveCholeskyFactors{Float64, BandedMatrix{Float64, Matrix{Float64}, Base.OneTo{Int64}}, Banded…
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Is it possible to do matrix decompositions of small matrices (let's say of size 9x9 or 12x12) inside the CUDA kernel? My final goal is to run Newton method inside the kernel which requires inverse of …
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We should support the Cholesky decomposition per https://numpy.org/doc/stable/reference/generated/numpy.linalg.cholesky.html#numpy.linalg.cholesky, adding a pivot argument in the same way as qr and sv…
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I know there is the Incomplete Cholesky Factorization, which I understand is a 'sparse' approximation of cholesky, but is there currently an existing or planned implementation of a full Cholesky Facto…
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**Describe the bug**
Four tests `validate_{real,complex}_single_cholesky_1stage_random{,_explicit}` failed.
**To Reproduce**
ELPA version: both the current master branch (73c4a26) and new_rel…
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Hello, I have a question about a warning I've been seeing when running EPIC.
When running EPIC, I often get the following warning from a cholesky decomposition step:
1: In chol.default(R, pivot = …
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## 🐛 Bug
The following code:
```python
import numpy as np
A = np.array([[1,-2j],[2j,5]])
print(np.linalg.cholesky(A))
B = np.array([[1,3],[2,4]])
np.linalg.cholesky(B)
```
Produces …
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When initialising `DirectRENParams` with the `:cholesky` option, an error sometimes occurs in the construction of `H`. Need a better method for initialisation.