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Fix negative tolerance documentation issue in cholesky.jl #53918

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Apr 4, 2024
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Fix negative tolerance documentation issue in cholesky.jl #53918

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2 changes: 1 addition & 1 deletion stdlib/LinearAlgebra/src/cholesky.jl
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Expand Up @@ -427,7 +427,7 @@ The following functions are available for `CholeskyPivoted` objects:
[`size`](@ref), [`\\`](@ref), [`inv`](@ref), [`det`](@ref), and [`rank`](@ref).

The argument `tol` determines the tolerance for determining the rank.
For negative values, the tolerance is the machine precision.
For negative values, the tolerance is equal to `eps()*size(A,1)*maximum(diag(A))`.

If you have a matrix `A` that is slightly non-Hermitian due to roundoff errors in its construction,
wrap it in `Hermitian(A)` before passing it to `cholesky` in order to treat it as perfectly Hermitian.
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