In matlab i always add a little nugget to the diagonal to stabilize the cholesky
On Thursday, August 4, 2016 at 10:15:49 AM UTC-4, Chris wrote: > > The reasoning makes sense to me, it's just a minor annoyance to have it > fail due to rounding errors, essentially. I think going further "upstream" > in my code and enforcing symmetry more explicitly will ultimately lead to > cleaner code anyway. Thanks.
