Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Handle rank more carefully in sparse GP solves #332

Open
wants to merge 1 commit into
base: master
Choose a base branch
from
Open

Handle rank more carefully in sparse GP solves #332

wants to merge 1 commit into from

Commits on May 31, 2022

  1. Handle rank more carefully in sparse GP solves 

    Previously we assumed that every solve would be full-rank, which could
lead to invalid / undefined values being used as part of a linear
solve with the `R` factor of a QR decomposition.  This commit

 - switches to the Eigen-recommended way of extracting a valid `R`
   factor from a QR decomposition

 - adds assertions checking that the sparse GP problem was full-rank

 - adds an assertion that an `R` factor is of appropriate rank when
   using it to compute covariances
    @peddie
    peddie committed May 31, 2022
    Configuration menu
    Copy the full SHA
    eb54f98 View commit details
    Browse the repository at this point in the history