Summary: cholesky_semidefinite of semidefinite matrix fails ...
AssignedTo: tinne [dot] delaet [..] ...
ReportedBy: tinne [dot] delaet [..] ...
CC: bfl [..] ...
Estimated Hours: 0.0
The cholesky factorization of a semidefinite matrix fails in some cases:
example: A = [a 0 b 0 ; 0 a 0 b ; b 0 c 0; 0 b 0 c]
with a=2.5e-7, b=5e-5, c = 1e-2
(typical for cte velocity model with 2 DOF).
A small negative a is found during the factorization (for meaning of a see