tree 0e602a0ffc20e9aa6481b4fda7b78e1dc099e666
parent a384a7e96e3b341a1cf14b3642f83e8eb82ccfee
author Johannes Beck <Jodebo_Beck@gmx.de> 1577989292 +0100
committer Sameer Agarwal <sameeragarwal@google.com> 1578015857 +0000

Fix invert PSD matrix.

This CL fixes and simplifies the implementation of InvertPSDMatrix.
InvertPSDMatrix uses a JacobiSVD with thin U and V. This requires a
variable number of columns, which is not always the case, which
triggers an assert in debug mode. The type of the matrix is changed
to always use a dynamic number of columns.

In addition, instead of calculating the inverse of the matrix by hand,
the SVD solve method is used.

Change-Id: I353c741cf537b58eb5b18663902318babe1a66de