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mat: fix docs and error check in Cholesky.ExtendVecSym

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This commit is contained in:
Vladimír Chalupecký
2017-11-17 23:13:28 +01:00
parent 2ebcb78464
commit 82b508537e
1 changed files with 2 additions and 2 deletions
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4
mat/cholesky.go
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@@ -346,7 +346,7 @@ func (c *Cholesky) Scale(f float64, orig *Cholesky) {
// [w' k] // [w' k]
// where k = v[n-1] and w = v[:n-1]. The result is stored into the receiver. // 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 // 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. // return false and the receiver will not be updated.
// //
// ExtendVecSym will panic if v.Len() != a.Size()+1 or if a does not contain // 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) c.SolveVec(a.chol.T(), w)
dot := Dot(c, c) dot := Dot(c, c)
if dot > k { if dot >= k {
return false return false
} }
d := math.Sqrt(k - dot) d := math.Sqrt(k - dot)