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Linear algebra library for Rust.
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Mateusz Kowalczyk fc3526b58a
Allow fallback value for Cholesky decomposition 
This is useful in case where the values are very close to zero or
possibly even slightly negative. This can quite easily happen due to
numerical errors.

A common strategy is to replace these values with a small epsilon value
that keeps the matrix SPD. Some libraries even do this by default (such
as https://github.com/STOR-i/GaussianProcesses.jl/issues/1).

We point the user to `LU` decomposition and also make it clearer that
the method is basically a hack. The public method no longer takes an
`Option` which didn't really make sense. A private method is used to not
repeat implementation in `new`.
 		2021-09-03 09:01:04 +09:00
.github Test nalgebra-macros on CI 2021-05-03 13:52:34 +02:00
benches Use correct feature and remove unused import 2021-04-29 20:57:27 -03:00
examples Release v0.29.0 2021-08-08 17:54:35 +02:00
nalgebra-glm Bump the version of nalgebra-glm, nalgebra-lapack, and nalgebra-sparse. 2021-08-08 18:07:34 +02:00
nalgebra-lapack Bump the version of nalgebra-glm, nalgebra-lapack, and nalgebra-sparse. 2021-08-08 18:07:34 +02:00
nalgebra-macros Release v0.29.0 2021-08-08 17:54:35 +02:00
nalgebra-sparse Bump the version of nalgebra-glm, nalgebra-lapack, and nalgebra-sparse. 2021-08-08 18:07:34 +02:00
src Allow fallback value for Cholesky decomposition 2021-09-03 09:01:04 +09:00
tests Fix tests 2021-08-04 17:56:57 +02:00
.gitignore .gitignore: add proptest-regressions to the ignored list. 2021-02-28 18:40:33 +01:00
CHANGELOG.md Update changelog 2021-08-26 21:46:20 +02:00
Cargo.toml Release v0.29.0 2021-08-08 17:54:35 +02:00
LICENSE Switch license to Apache v2.0 + update sponsor link. 2020-08-19 19:48:16 +02:00
Makefile Add compare feature to tests run by Makefile 2020-06-29 19:07:44 +02:00
README.md Fix compilation after rebase. 2021-04-11 13:53:45 +02:00
clippy.toml Fix some warnings 2021-07-27 19:24:55 -04:00
rustfmt.toml Fix some warnings 2021-07-27 19:24:55 -04:00

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Linear algebra library for the Rust programming language.

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