debug: remove .data in KalmanFilter matrix products
#189
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Some matrix products were computed on normal dense matrix with `M.data` instead of `Hermitian`. It was because of a bug in `LinearAlgebra` that created a dynamic dispatch. This bug is resolved now so it's no longer needed.
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Amazing, thanks for the help! The example works on my computer now. |
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P.s. the CI fails but everything pass locally on my side. I'm investigating on this. |
franckgaga
referenced
this pull request
in JuliaControl/ControlSystems.jl
Apr 18, 2025
also decreases the tolerances since computation are more exact than before
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The next release will incorporate this change. |
Codecov ReportAll modified and coverable lines are covered by tests ✅
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Some matrix products were computed on normal dense matrix using
M.datainstead ofM, in whichM isa Hermitian. It was because of a bug inLinearAlgebrathat produces a dynamic dispatch (JuliaLang/julia#53951). This bug is solved now so it's no longer needed.It's also not the best idea for the numerical stability since covariance matrices are
Hermitians, and the intermediate matrices in the computation should all be Hermitians also for the consistency.@1-Bart-1 This branch solve the
cholesky!issue in your exemple on my computer. Give it a try.I did not try the Joseph form equation here since the
.datawas just bad for the numerical stability, and simply removing that solve the problem. After I merge these changes, If you have any other similar issue with a new piece of code, send it to me. I will try the Joseph form on it to see if it helps.related to #98