I am trying to do a Quasi-Newton method with a basic cholesky adaptation, to guarantee B is positive definite. The code goes as follows: function choleksyadaption!(A,β = 10e-3, max_iter = 1000) @info "Adapting Cholesky Factorization to make Hessian positive definite." if (isposdef(A)) …

You can use Hermitian to tell the program that a matrix is supposed to be Hermitian. Then it will only look at half the matrix (by default, the upper triangle) and assume that the opposite triangle is conjugate-equal. julia> using LinearAlgebra julia> Hermitian([1 2; 3 4], :U) # :U is the default …

Struggling with isposdef and floating point errors

General Usage

stevengj March 13, 2024, 7:25pm 3

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Struggling with isposdef and floating point errors

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