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Low-Rank restricted to the subspace of moment matrices #51

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blegat opened this issue Jun 29, 2023 · 0 comments
Open

Low-Rank restricted to the subspace of moment matrices #51

blegat opened this issue Jun 29, 2023 · 0 comments

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@blegat
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blegat commented Jun 29, 2023

The low-rank matrix we get here:

chol = low_rank_ldlt(M, dec, rank_check)

is maybe not a valid moment matrix.
If we project, e.g., by replacing the entries corresponding to the same moment by an average, we might not be low-rank anymore so we should integrate this with the LDLT probably.

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