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lines changed Original file line number Diff line number Diff line change @@ -187,9 +187,6 @@ function get_log_density_observation_given_previous_state(
187187 ) / 2
188188end
189189
190- # ldiv! not currently defined for PDMat so define here
191- LinearAlgebra. ldiv!(A:: PDMat , B:: AbstractMatrix ) = ldiv!(A. chol, B)
192-
193190function update_states_given_observations!(
194191 states:: AbstractMatrix ,
195192 observation:: AbstractVector ,
@@ -227,7 +224,7 @@ function update_states_given_observations!(
227224 # but we stage across multiple statements to allow using in-place operations to
228225 # avoid unnecessary allocations.
229226 observation_buffer .- = observation
230- ldiv!(cov_Y_Y, observation_buffer)
227+ ldiv!(cholesky( cov_Y_Y) , observation_buffer)
231228 mul!(state_buffer, cov_X_Y, observation_buffer)
232229 @view(states[update_indices, :]) .- = state_buffer
233230end
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