tests pass, needs cleanup
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@ -216,18 +216,21 @@ where
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let mut chol= self.chol.clone().insert_column(j, N::zero()).insert_row(j, N::zero());
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// update the jth row
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let top_left_corner = chol.slice_range(..j-1, ..j-1);
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let colj_minus = col.rows_range(..j-1);
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let top_left_corner = chol.slice_range(..j, ..j);
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let colj_minus = col.rows_range(..j);
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let rowj = top_left_corner.solve_lower_triangular(&colj_minus).unwrap().adjoint(); // TODO both the row and its adjoint seem to be usefull
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chol.slice_range_mut(j, ..j-1).copy_from(&rowj);
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chol.slice_range_mut(j, ..j).copy_from(&rowj);
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// TODO
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//println!("dotc:{} norm2:{}", rowj.dotc(&rowj), rowj.norm_squared());
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// update the center element
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let center_element = N::sqrt(col[j] + rowj.dot(&rowj.adjoint())); // TODO is there a better way to multiply a vector by its adjoint ? norm_squared ?
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let center_element = N::sqrt(col[j] - rowj.dotc(&rowj) );
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chol[(j,j)] = center_element;
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// update the jth column
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let colj_plus = col.rows_range(j+1..);
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let bottom_left_corner = chol.slice_range(j+1.., ..j-1);
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let bottom_left_corner = chol.slice_range(j+1.., ..j);
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let colj = (colj_plus - bottom_left_corner*rowj.adjoint()) / center_element; // TODO that can probably be done with a single optimized operation
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chol.slice_range_mut(j+1.., j).copy_from(&colj);
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@ -100,7 +100,7 @@ macro_rules! gen_tests(
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}
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fn cholesky_insert_column(n: usize) -> bool {
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let n = n.max(1).min(5);
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let n = n.max(1).min(50);
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let j = random::<usize>() % n;
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let m_updated = RandomSDP::new(Dynamic::new(n), || random::<$scalar>().0).unwrap();
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