The Cholesky factorisation works only for positive definite matrices. The cholesky module should check for positive definiteness of the input matrix and report to the master.
It has been noted in simulations that this guard is essential because positive definiteness cannot be guaranteed throughout the iterations.
The Cholesky factorisation works only for positive definite matrices. The
choleskymodule should check for positive definiteness of the input matrix and report to the master.It has been noted in simulations that this guard is essential because positive definiteness cannot be guaranteed throughout the iterations.