Re: [Gretl-devel] psdroot vs. M^0.5
On Sun, 23 Dec 2018, Sven Schreiber wrote:
Am 23.12.2018 um 18:16 schrieb Riccardo (Jack) Lucchetti:
>
> We may consolidate the two functions and make one an alias of the other,
> doing something like this:
>
> (a) check if the matrix is "small"; if so -> psdroot()
> (b) try cholesky(); if error -> psdroot()
Sounds good. Would there be any problem just leaving the name cholesky() and
explaining that it became actually more general?
Hmm, cholesky and psdroot are not exactly nested at present: cholesky
checks for both symmetry and pd-ness, while psdroot just assumes
symmetry and does not check rigorously for psd-ness unless the
@psdcheck argument is given a non-zero value.
Allin