Handle rank more carefully in sparse GP solves - #332
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Previously we assumed that every solve would be full-rank, which could lead to invalid / undefined values being used as part of a linear solve with the `R` factor of a QR decomposition. This commit - switches to the Eigen-recommended way of extracting a valid `R` factor from a QR decomposition - adds assertions checking that the sparse GP problem was full-rank - adds an assertion that an `R` factor is of appropriate rank when using it to compute covariances
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Previously we assumed that every solve would be full-rank, which could
lead to invalid / undefined values being used as part of a linear
solve with the
Rfactor of a QR decomposition. This commitswitches to the Eigen-recommended way of extracting a valid
Rfactor from a QR decomposition
adds assertions checking that the sparse GP problem was full-rank
adds an assertion that an
Rfactor is of appropriate rank whenusing it to compute covariances