Suggested minor correction to the low rank cholesky update term in RAM#109
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devmotion merged 1 commit intoTuringLang:masterfrom Feb 24, 2025
Merged
Suggested minor correction to the low rank cholesky update term in RAM#109devmotion merged 1 commit intoTuringLang:masterfrom
devmotion merged 1 commit intoTuringLang:masterfrom
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In the low rank update in linear algebra the terms are of the form$M = SS' + zz'$ but in the paper Vihola (2011) https://arxiv.org/pdf/1011.4381 the equation is split into the terms $M = SS' + a\tilde{z}\tilde{z}'$ so we shouldredefine $z \coloneqq \sqrt(a)\tilde{z}$ rather than as currently in the code $z \coloneqq a\tilde{z}$ .
Fixes #113.