probml / dynamax

State Space Models library in JAX
https://probml.github.io/dynamax/
MIT License
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Add wrapper to linear solve. #281

Closed gileshd closed 1 year ago

gileshd commented 1 year ago

In cases where the matrix A should be is positive semidefinite, replace jnp.linalg.solve with wrapper in utils/utils.py so that we have control over the solver used.

For the time being the solver itself is not changed.

Note that the wrapper is only used is scenarios where I was reasonably confident that the matrix A is psd.

slinderman commented 1 year ago

This test failure happens from time to time and is tracked in an open issue. Merging anyway.