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fix: Cholesky::new returns None non-positive-definite complex matrices#1592

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DiogoRibeiro7 wants to merge 1 commit intodimforge:mainfrom
DiogoRibeiro7:fix/cholesky-complex-non-pd
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fix: Cholesky::new returns None non-positive-definite complex matrices#1592
DiogoRibeiro7 wants to merge 1 commit intodimforge:mainfrom
DiogoRibeiro7:fix/cholesky-complex-non-pd

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For complex types, always succeeds (every complex number has a square root), so non-PD matrices were silently producing garbage results. Fix by calling on the real part of each diagonal pivot instead — matching the behaviour already correct for .

Fixes #1536

…rices

For complex types,  always succeeds (every complex number has
a square root), so non-PD matrices were silently producing garbage
results. Fix by calling  on the real part of each diagonal
pivot instead — matching the behaviour already correct for .

Fixes dimforge#1536
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Cholesky erroneously produces (wrong) results for non-positive-definite complex matrices

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