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Use stable Hessian solve for MaxLike covariance - #230

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fujikix1102 wants to merge 1 commit into
cosmosis-developers:mainfrom
fujikix1102:audit/maxlike-hessian-covariance
Open

fujikix1102 wants to merge 1 commit into
cosmosis-developers:mainfrom
fujikix1102:audit/maxlike-hessian-covariance

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Summary

  • validate optimizer Hessians before covariance extraction
  • replace explicit matrix inversion with Cholesky factorization and triangular solves
  • add regression coverage for SPD and invalid Hessians

Validation

  • PYTHONPATH=$PWD pytest -q cosmosis/test/test_maxlike_hessian_covariance.py cosmosis/test/test_samplers.py -k maxlike --disable-warnings --maxfail=1
  • 18 passed, 25 deselected

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