Sure, you can set the precision of BigFloat
to whatever you want, including very low numbers of digits. However, note that BigFloat
is a fixed number of binary digits because it uses binary floating point.
julia> setprecision(BigFloat, 5, base=10); # set to roughly 5 decimal digits
julia> precision(BigFloat) # get actual number of binary digits
17
julia> H = BigFloat[1.000 0.5000 0.3333 0.2500
0.5000 0.3333 0.2500 0.2000
0.3333 0.2500 0.2000 0.1666
0.2500 0.2000 0.1666 0.1428]
julia> cholesky(H)
Cholesky{BigFloat, Matrix{BigFloat}}
U factor:
4×4 UpperTriangular{BigFloat, Matrix{BigFloat}}:
1.0 0.5 0.333302 0.25
⋅ 0.28862 0.288784 0.259857
⋅ ⋅ 0.0742636 0.110837
⋅ ⋅ ⋅ 0.0221052
(You would need an arbitrary-precision decimal floating-point package to specify a precise number of decimal digits.)