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fix regularization in CRAIG #171
fix regularization in CRAIG #171
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Codecov Report
@@ Coverage Diff @@
## master #171 +/- ##
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Coverage 97.20% 97.20%
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Files 28 28
Lines 2503 2504 +1
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+ Hits 2433 2434 +1
Misses 70 70
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Thank you. Here are a few simple comments. I'll have to check the other details carefully when I get back.
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I updated this pull request, it only concerns CRAIG now. It fixes the computation of a Givens reflection during the regularization. |
Thank you. |
I introduced a mistake in CRAIG with #104.
Or it's γ that we want to zero out and not λ.
The commit fix this error, add a boolean parameter sqd + some tests for regularized problems and saddle-point / symmetric quasi-definite systems.
Docstrings have been updated too, it's
Ax + λs = b
that is solved when λ > 0 and notAx + √λs = b
.