DM-41635: Add method to output model uncertainty #14
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cmsaunders
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taranu
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Dec 9, 2023
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| llt = new LLT(alpha); | ||
| if (llt->info() == Eigen::NumericalIssue) choleskyFails = true; | ||
| #endif |
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Does there need to be an else here, or is one of USE_TMV and USE_EIGEN guaranteed to be true?
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No, the build requires that one of them be true.
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So, this is a vendored that doesn't have working testing (despite the existence of the |
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The added function,
CoordAlign::calculateAlphaInv()is based on what is done in the first 60 lines of theCoordAlign::fitOncefunction, with the addition of calculating the inverse of the alpha matrix at the end.