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1 parent 89d929c commit 579c342Copy full SHA for 579c342
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src/solvers/LevenbergMarquardt.jl
@@ -208,6 +208,14 @@ function initialize_solver!(
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return lms
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end
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+"""
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+ default_lm_lin_solve!(sk, JJ, grad_f_c)
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+
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+Solve the system `JJ \\ grad_f_c` where JJ is (mathematically) a symmetric positive
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+definite matrix and save the result to `sk`. In case of numerical errors the
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+`PosDefException` is caught and the default symmetric solver `(Symmetric(JJ) \\ grad_f_c)`
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+is used.
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function default_lm_lin_solve!(sk, JJ, grad_f_c)
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try
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ldiv!(sk, cholesky(JJ), grad_f_c)
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