From bd16842431bb51058fe22d4bfadf13f2d2a9ab7c Mon Sep 17 00:00:00 2001 From: goulart-paul Date: Thu, 29 Feb 2024 18:55:13 +0000 Subject: [PATCH] fix psd scaling checks --- src/cones/coneops_psdtrianglecone.jl | 10 ++++++++-- 1 file changed, 8 insertions(+), 2 deletions(-) diff --git a/src/cones/coneops_psdtrianglecone.jl b/src/cones/coneops_psdtrianglecone.jl index 9a9dc120..52c52536 100644 --- a/src/cones/coneops_psdtrianglecone.jl +++ b/src/cones/coneops_psdtrianglecone.jl @@ -95,8 +95,14 @@ function update_scaling!( map((M,v)->_svec_to_mat!(M,v),(S,Z),(s,z)) #compute Cholesky factors (PG: this is allocating) - f.chol1 = cholesky!(S, check = true) - f.chol2 = cholesky!(Z, check = true) + f.chol1 = cholesky!(S, check = false) + f.chol2 = cholesky!(Z, check = false) + + # bail if the cholesky factorization fails + if !(issuccess(f.chol1) && issuccess(f.chol2)) + return is_scaling_success = false + end + (L1,L2) = (f.chol1.L,f.chol2.L) #SVD of L2'*L1,