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Add PositiveFactorization option #91

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Add PositiveFactorization option #91

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9 changes: 9 additions & 0 deletions src/rank.jl
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Expand Up @@ -363,6 +363,15 @@ Method for computing a ``r \\times n`` matrix `U` of a ``n \\times n`` rank ``r`
"""
abstract type LowRankLDLTAlgorithm end

"""
<: LowRankLDLTAlgorithm

Shift the matrix by `shift` times the identity matrix before cholesky.
"""
struct AbsCholeskyLDLT{T} <: LowRankLDLTAlgorithm
shift::T
end

"""
ShiftCholeskyLDLT <: LowRankLDLTAlgorithm

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