Prevent DataMisfitController scheduler from modifying EKP obs_noise_cov #338
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posdef_correct
was modifying inputs in-place due to the for loop over diagonal elements in the symmetric matrix case. This resulted in the DMC scheduler directly modifying the EKP obs_noise_cov matrix in the first iteration. This PR:posdef_correct
for external use.Note: examples/LearningRateSchedulers is using
UniformScaling
and remains unaffected.