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GeomScale / volesti

Practical volume computation and sampling in high dimensions
GNU Lesser General Public License v3.0
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Feature/spectra correlations #306

Closed atrayees closed 3 months ago

atrayees commented 3 months ago

I made the following changes-

  1. wrote a new function to check if a matrix is indeed a correlation matrix
  2. ran the sampler for correlation matrices of greater sizes
  3. changed the ncv value in volesti/matrix_operations/EigenvaluesProblems.h from 15 to a more useful value
  4. added the spectra routine implementation in the minPosLinearEigenvalue_EigenSymSolver function