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uses a Cholesky decomposition. In other parts of Stan's code base we use the ldlt decomposition from Eigen due to it's superior numerical stability (at the expense of being slower).
Description:
Replace the llt() with ldlt() for slower but more numerically stable code.
Current Version:
v2.31.0
The text was updated successfully, but these errors were encountered:
Summary:
The Laplace approximation code at
stan/src/stan/services/optimize/laplace_sample.hpp
Line 83 in a3ee52e
Description:
Replace the
llt()
withldlt()
for slower but more numerically stable code.Current Version:
v2.31.0
The text was updated successfully, but these errors were encountered: