How can I get the Algorithmic Differentiation library to work with the
chol command (i.e., the function that does the Cholesky decomposition of a positive semi-definite matrix)?
For example, consider I have a file called
mychol.gss that only contains one function:
proc(1) = myproc(a); retp(chol(a)); endp;
In the GAUSS command prompt, I use the suggested commands:
library ad; ad mychol.gss d_mychol.gss;
However, the new file created has this term called
d_chol(a), but that procedure was never defined anywhere else.
Am I missing something here?
It appears that the Cholesky decomposition has not been added to AD. I have notified the development department about this.