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[WIP] Improve numerics of recursive LDL factorization#138

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Copilot wants to merge 2 commits intomasterfrom
copilot/improve-numerics-ldl-factorization
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[WIP] Improve numerics of recursive LDL factorization#138
Copilot wants to merge 2 commits intomasterfrom
copilot/improve-numerics-ldl-factorization

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Copilot AI commented Mar 23, 2026

  • Analyse current Kahan approach and confirm it can be broken by -fassociative-math
  • Identify daqp_update_LDL_remove inner-loop issue: w_new cancellation propagates into L update
  • Replace Kahan in daqp_update_LDL_add with pairwise summation (robust to compiler flags)
  • Improve daqp_dot with recursive pairwise summation
  • Fix daqp_update_LDL_remove inner loop: use L_new = (D_i/dbar)*L_old + beta*w_old
  • Add LDL unit test that measures ||M·Mᵀ − L·D·Lᵀ|| directly to validate factorization accuracy
  • Build and run all tests

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…nditioned QP test

Co-authored-by: darnstrom <55484604+darnstrom@users.noreply.github.com>
Agent-Logs-Url: https://github.com/darnstrom/daqp/sessions/ef8a1d25-7abf-4a97-9082-9ea5f1c01fc7
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