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ilopezgp
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Can you add a unit test of |
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LGTM, thank you @Zhengyu-Huang !
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bors r+ |
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Closes #126 |
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Update the Cholesky factor computation in UKI
When the matrix is not positive definite, compute SVD of the matrix, replace 0 singular values as the smallest nonzero singular value (with a threshold 1e-8), and then compute the Cholesky factor.