From 328c564fdd1edf4272339d6763c16143ba6f21b1 Mon Sep 17 00:00:00 2001 From: Fabian Joswig Date: Fri, 27 May 2022 14:00:46 +0100 Subject: [PATCH] feat: further improvement of inverse of cholesky decomposed correlation matrix. --- pyerrors/fits.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/pyerrors/fits.py b/pyerrors/fits.py index 45c8081c..3af1f96e 100644 --- a/pyerrors/fits.py +++ b/pyerrors/fits.py @@ -477,7 +477,7 @@ def _standard_fit(x, y, func, silent=False, **kwargs): if condn > 1 / np.sqrt(np.finfo(float).eps): warnings.warn("Correlation matrix may be ill-conditioned, condition number: {%1.2e}" % (condn), RuntimeWarning) chol = np.linalg.cholesky(corr) - chol_inv = scipy.linalg.solve(chol, covdiag) + chol_inv = scipy.linalg.solve_triangular(chol, covdiag, lower=True) def chisqfunc_corr(p): model = func(p, x)