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35: bugfix pos-def matrix regularization r=odunbar a=odunbar <!--- THESE LINES ARE COMMENTED --> ## Purpose <!--- One sentence to describe the purpose of this PR, refer to any linked issues: #14 -- this will link to issue 14 Closes #2 -- this will automatically close issue 2 on PR merge --> closes #34 ## Content <!--- specific tasks that are currently complete - Solution implemented --> - fix pseudoinverse - remove batching for pseudoinverse calculation - update docs to inform users of additional computation with full p.d. regularization <!--- Review checklist I have: - followed the codebase contribution guide: https://clima.github.io/ClimateMachine.jl/latest/Contributing/ - followed the style guide: https://clima.github.io/ClimateMachine.jl/latest/DevDocs/CodeStyle/ - followed the documentation policy: https://github.com/CliMA/policies/wiki/Documentation-Policy - checked that this PR does not duplicate an open PR. In the Content, I have included - relevant unit tests, and integration tests, - appropriate docstrings on all functions, structs, and modules, and included relevant documentation. --> ---- - [x] I have read and checked the items on the review checklist. Co-authored-by: odunbar <odunbar@caltech.edu>
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format test protect cholesky modify tests to fit new covariance representation test chol protection make nugget size a keyword for chol protection format
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Purpose
Closes #34
Closes #33
Content
@infoif it is not positive definite, and then make it pos def by symmetrizing and add to diagonal