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The `p` object wasn't even documented.
nalimilan
commented
Mar 9, 2021
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| The triangular Cholesky factor can be obtained from the factorization `F::Cholesky` | ||
| via `F.L` and `F.U`. | ||
| via `F.L` and `F.U`, where `A ≈ F.U' * F.U ≈ F.L * F.L'`. |
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Examples use == but I imagine only ≈ holds generally? Or maybe this may not even be exactly the case?
dkarrasch
reviewed
Mar 9, 2021
Co-authored-by: Daniel Karrasch <Daniel.Karrasch@gmx.de>
dkarrasch
reviewed
Mar 11, 2021
dkarrasch
reviewed
Mar 11, 2021
Co-authored-by: Daniel Karrasch <Daniel.Karrasch@gmx.de>
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The
pobject wasn't even documented.