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Add the Singular Value Decomposition Method in cmath Plugin #79

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beomki-yeo opened this issue Nov 3, 2022 · 0 comments
Open

Add the Singular Value Decomposition Method in cmath Plugin #79

beomki-yeo opened this issue Nov 3, 2022 · 0 comments

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@beomki-yeo
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beomki-yeo commented Nov 3, 2022

While testing the kalman filtering in acts-project/traccc#264, I found that the smoothing results into non-positive-definite covariance matrix for single precision. It looks like we can correct the covariance matrix to be positive definite using the Singular Value Decomposition method as implemented in:
https://github.com/acts-project/acts/blob/e1b8ebbf0511c4636df84eb77509efff5501d384/Core/include/Acts/EventData/detail/covariance_helper.hpp#L29-L49

Since Eigen and SMatrix already have the SVD functions, we only need to add it to cmath plugin

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