Cholesky decomposition: Proper check for positive definiteness #1574
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alexhroom
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Nov 23, 2025
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alexhroom
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alexhroom
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thanks for the contribution! just a small tidy-up, and it seems the CI is failing with creating some Nones that it isn't expecting.
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| if !v.clone().imaginary().is_zero() { | ||
| return None; | ||
| } | ||
| v.try_sqrt() | ||
| let re = v.real(); | ||
| if re <= T::RealField::zero() { | ||
| return None; | ||
| } |
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it would be clearer to write this as something like
let re = v.real();
let im = v.imaginary();
if re <= T::RealField::zero() || !im.is_zero() {
return None;
}
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Closes #1536.
Proper check for positive definite matrix by checking diagonal entries of intermediate matrix. Added mentioned example from issue as test.