Changeset 4c49c6a in tol

Timestamp:

Feb 3, 2009, 9:08:45 AM (18 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

1941-docker-image-to-test, devel, master

Children:

7c166a2

Parents:

462fc07

Message:

Forcing natural order of CHOLMOD factorization in CalcLikelihood_Almagro

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@555 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/bmath/bstat/arma.cpp (modified) (2 diffs)

tol/bmath/bstat/arma.cpp

@@ -1475 +1475 @@
 
   BVMat eye_qp; eye_qp.Eye(q_p);
-  BVMat L_u; BVMat::CholeskiFactor(cov_u,L_u,BVMat::ECFO_X,true);
+  BVMat L_u; BVMat::CholeskiFactor(cov_u,L_u,BVMat::ECFO_X,true,true);
   BVMat covi_u_; BVMat::CholeskiSolve(L_u,eye_qp,covi_u_,BVMat::ECSS_LLt);
   BVMat covi_u = (covi_u_+covi_u_.T())/2.0;
@@ -1487 +1487 @@
   BVMat GtG; BVMat::MtMSqr(G,GtG);
   BVMat cov_G = covi_u + GtG;
-  BVMat L_G; BVMat::CholeskiFactor(cov_G,L_G,BVMat::ECFO_X,true);
+  BVMat L_G; BVMat::CholeskiFactor(cov_G,L_G,BVMat::ECFO_X,true,true);
   BVMat L_G_sp; L_G_sp.Convert(L_G,BVMat::ESC_chlmRsparse);
   double log_det_cov_G = 2*L_G_sp.LogTrace();