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Remove pirate ldiv! method
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src/filters.jl

Lines changed: 1 addition & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -187,9 +187,6 @@ function get_log_density_observation_given_previous_state(
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) / 2
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end
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190-
# ldiv! not currently defined for PDMat so define here
191-
LinearAlgebra.ldiv!(A::PDMat, B::AbstractMatrix) = ldiv!(A.chol, B)
192-
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function update_states_given_observations!(
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states::AbstractMatrix,
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observation::AbstractVector,
@@ -227,7 +224,7 @@ function update_states_given_observations!(
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# but we stage across multiple statements to allow using in-place operations to
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# avoid unnecessary allocations.
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observation_buffer .-= observation
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ldiv!(cov_Y_Y, observation_buffer)
227+
ldiv!(cholesky(cov_Y_Y), observation_buffer)
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mul!(state_buffer, cov_X_Y, observation_buffer)
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@view(states[update_indices, :]) .-= state_buffer
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end

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