diff --git a/mat/cholesky.go b/mat/cholesky.go index b0016158..e6530fd2 100644 --- a/mat/cholesky.go +++ b/mat/cholesky.go @@ -346,7 +346,7 @@ func (c *Cholesky) Scale(f float64, orig *Cholesky) { // [w' k] // where k = v[n-1] and w = v[:n-1]. The result is stored into the receiver. // In order for the updated matrix to be positive definite, it must be the case -// that n > w' A^-1 w. If this condition does not hold then ExtendVecSym will +// that k > w' A^-1 w. If this condition does not hold then ExtendVecSym will // return false and the receiver will not be updated. // // ExtendVecSym will panic if v.Len() != a.Size()+1 or if a does not contain @@ -388,7 +388,7 @@ func (chol *Cholesky) ExtendVecSym(a *Cholesky, v Vector) (ok bool) { c.SolveVec(a.chol.T(), w) dot := Dot(c, c) - if dot > k { + if dot >= k { return false } d := math.Sqrt(k - dot)