-
### Description
Instead of taking an explicit `symmetric` argument, which could be passed from user, or some auxillary information to determine the dtype of linear operator the RHS's dtype is used as…
-
Could you add a symmetric positive definite domain transformation? It could be based on the correlation one.
-
I have a collection of positive-definite, symmetric, complex matrices I need to quickly solve linear systems on. Given the positive definiteness, I initially tried `cholesky` but that gave me the erro…
-
## Describe the bug
When using the `PyramidDiTForVideoGeneration` pipeline, a `ValueError` occurs due to the covariance matrix not being positive definite when sampling from a multivariate normal dis…
-
#### Summary:
Introduce SPD Toeplitz matrix type to math library.
#### Description:
Implementation details:
```
#include
template
class spd_toeplitz {
const Eigen::Matrix band_vals_;
const i…
-
* [ ] implement SPD transforms as Stan programs
* [ ] code test distribution programs
* [ ] Wishart
* [ ] inverse Wishart
* [ ] something spectral (distribution on eigenvalues)?
The…
-
## 🚀 Feature
As of now, one cannot leverage the positive-definitiveness of a matrix when computing log-determinants. The current `torch.logdet` works for general square matrices and thus uses LU in…
-
-
Hi guys,
I've been trying to solve the following problem:
![immagine](https://user-images.githubusercontent.com/8025529/122951902-eddd2d00-d37d-11eb-8662-6b50bb0d7ac7.png)
where
![immagine](https:…
-
L'appel à la fonction `hessian(pd::DependentScalingModel, data::IDFdata)` peut causer une erreur dans certains cas. Cette erreur a lieu lors de l'exécution de `PDMat(Symmetric(H))`
L'erreur est la …