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Imports: LinAlgError, cholesky_decomposition, eigenvalues, solve_linear_equations, tril, Float64, array, dot, identity, sort, sqrt, take, transpose, zeros
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A revised modified cholesky factorisation algorithm. Schnabel, R. B. and Eskow, E. 1999, A revised modifed cholesky factorisation algorithm. SIAM J. Optim. 9, 1135-1148. |
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