carstenbauer / MonteCarlo.jl

Classical and quantum Monte Carlo simulations in Julia
https://carstenbauer.github.io/MonteCarlo.jl/dev/
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Pivoted UDT decomposition #74

Closed ffreyer closed 4 years ago

ffreyer commented 4 years ago

The pivoted UDT transformation seems to be much less error prone than the UDT transformation introduced in #69. Reduced propagation errors from up to 10^-3 to <10^-7 in a test case I ran. It is a bit slower though (less so for large inputs)