Progressively fix positive definiteness - #46
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This PR adds a mechanism to progressively increase the minimum eigenvalue enforced when
ensure_PD=true. This is especially useful when a fixed mask is supplied. The method essentially reduces to an iterative direct projection method with increasing minimum eigenvalue.Three arguments in
initrelated to mechanism:ensure_pd: Checks (and corrects) that the resulting matrix is positive definite.min_eigenvalue: The minimum eigenvalue to enforce whenensure_pd== true.max_pd_attempts: The maximum number of attempts to force the solution to be positive definite.