0000340: Fix CholeskyDecomposition and EigenvalueDecomposition

Issue History
Date Modified	Username	Field	Change
2009-08-20 01:26	Richard Gomes	New Issue
2009-08-20 01:26	Richard Gomes	Relationship added	related to 0000232
2009-11-01 13:47	Richard Gomes	Relationship added	child of 0000415
2009-12-19 18:21	Richard Gomes	Issue Monitored: Daniel Kong
2009-12-19 18:21	Richard Gomes	Issue Monitored: Dominik Holenstein
2009-12-19 18:21	Richard Gomes	Issue Monitored: Femi Anthony
2009-12-19 18:21	Richard Gomes	Issue Monitored: John Nichol
2009-12-19 18:21	Richard Gomes	Issue Monitored: johnmartin
2009-12-19 18:21	Richard Gomes	Issue Monitored: Jose Coll
2009-12-19 18:21	Richard Gomes	Issue Monitored: Srinivas Hasti
2009-12-19 18:21	Richard Gomes	Note Added: 0000712
2009-12-19 18:22	Richard Gomes	Target Version	0.1.3 => 0.1.4
2010-04-04 14:05	Richard Gomes	Note Added: 0000770

Notes
(0000712) Richard Gomes (manager) 2009-12-19 18:21	Reminder sent to: Daniel Kong, Dominik Holenstein, Femi Anthony, John Nichol, johnmartin, Jose Coll, Srinivas Hasti Kicked to v0.1.4 Let me know if there are dependencies in the current v0.1.3 which requires we solve this issue before the v0.1.3 release. Thanks Richard Gomes

(0000770) Richard Gomes (manager) 2010-04-04 14:05	This issue is partially solved. In spite test cases pass, I wrongly adapted code from JAMA whilst QuantLib has it's own implementation we should have taken instead. See files ql/math/matrixutilities/choleskydecomposition.*pp This issue cannot be closed unless we translate from the correct source.