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fix: correct issues 257 to 259 - #285

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fix/cholesky-consistency-savitzky-issues-257-258-259
Aug 14, 2026
Merged

fix: correct issues 257 to 259#285
gabrielfrasantos merged 4 commits into
mainfrom
fix/cholesky-consistency-savitzky-issues-257-258-259

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…ed consistency gate, and missing Deriv! in Savitzky-Golay kernel (#257 #258 #259)

  • CholeskyDecomposition: replace absolute 1e-10f pivot guard with eps*|a[i,i]| relative threshold so small-magnitude SPD matrices are not falsely rejected
  • ConsistencyMetrics: replace clamped table lookup with Wilson-Hilferty chi-squared approximation for dof > kMaxChiSquareDim; old code made the acceptance window shrink to zero for large averaging windows
  • SavitzkyGolayFilter: multiply kernel by Deriv! so derivative output matches the true polynomial derivative; guard optional dereference from Cholesky solve before use

…ed consistency gate, and missing Deriv! in Savitzky-Golay kernel (#257 #258 #259)

- CholeskyDecomposition: replace absolute 1e-10f pivot guard with
  eps*|a[i,i]| relative threshold so small-magnitude SPD matrices are
  not falsely rejected
- ConsistencyMetrics: replace clamped table lookup with Wilson-Hilferty
  chi-squared approximation for dof > kMaxChiSquareDim; old code made
  the acceptance window shrink to zero for large averaging windows
- SavitzkyGolayFilter: multiply kernel by Deriv! so derivative output
  matches the true polynomial derivative; guard optional dereference
  from Cholesky solve before use

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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⚠️MegaLinter analysis: Success with warnings

Descriptor Linter Files Fixed Errors Warnings Elapsed time
✅ ACTION actionlint 7 0 0 0.09s
✅ CPP clang-format 413 14 0 0 1.71s
✅ CPP cppcheck 409 0 0 13.7s
✅ DOCKERFILE hadolint 1 0 0 0.04s
✅ JSON jsonlint 8 0 0 0.26s
✅ JSON prettier 8 8 0 0 0.61s
⚠️ MARKDOWN markdownlint 130 3 178 0 2.83s
✅ MARKDOWN markdown-table-formatter 130 24 0 0 0.28s
⚠️ SPELL lychee 229 34 0 17.6s
✅ YAML prettier 12 3 0 0 0.69s
✅ YAML yamllint 12 0 0 0.62s

Detailed Issues

⚠️ SPELL / lychee - 34 errors
📝 Summary
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🔍 Total..........520
🔗 Unique.........393
✅ Successful.....474
⏳ Timeouts.........0
🔀 Redirected.....129
👻 Excluded........11
❓ Unknown..........0
🚫 Errors..........34
⛔ Unsupported.....34

Errors in .github/workflows/static-analysis.yml
[403] https://binaries.sonarsource.com/Distribution/sonar-scanner-cli/sonar-scanner-cli-$ (at 37:21) | Rejected status code: 403 Forbidden

Errors in CHANGELOG.md
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/1 (at 153:31) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/12 (at 168:8) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/13 (at 167:7) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/15 (at 162:18) | Rejected status code: 404 Not Found
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[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/2 (at 160:34) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/24 (at 157:19) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/26 (at 158:30) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/27 (at 155:23) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/3 (at 151:35) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/4 (at 161:34) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/6 (at 159:53) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/7 (at 156:32) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/9 (at 154:15) | Rejected status code: 404 Not Found

Errors in doc/filters/active/AhrsMadgwickMahony.md
[ERROR] file://doc/filters/ComplementaryFilter.md (at 131:3) | File not found. Check if file exists and path is correct

Errors in doc/filters/active/ExtendedKalmanFilter.md
[ERROR] file://doc/dynamics/EulerLagrange.md (at 130:3) | File not found. Check if file exists and path is correct

Errors in doc/filters/active/KalmanFilter.md
[ERROR] file://doc/filters/controllers/Lqr.md (at 114:77) | File not found. Check if file exists and path is correct
[ERROR] file://doc/filters/controllers/Lqr.md (at 133:3) | File not found. Check if file exists and path is correct
[ERROR] file://doc/filters/controllers/Pid.md (at 135:3) | File not found. Check if file exists and path is correct
[ERROR] file://doc/filters/solvers/DiscreteAlgebraicRiccatiEquation.md (at 134:3) | File not found. Check if file exists and path is correct

Errors in doc/optimization/Optimizer.md
[ERROR] file://doc/losses/Loss.md (at 132:3) | File not found. Check if file exists and path is correct
[ERROR] file://doc/losses/Loss.md (at 5:93) | File not found. Check if file exists and path is correct
[ERROR] file://doc/model/Model.md (at 133:3) | File not found. Check if file exists and path is correct
[ERROR] file://doc/NeuralNetwork.md (at 17:58) | File not found. Check if file exists and path is correct
[ERROR] file://estimators/LinearRegression.md (at 135:3) | File not found. Check if file exists and path is correct

Errors in doc/performance-optimization/README.md
[403] https://developer.arm.com/documentation/100166/latest/ (at 474:3) | Rejected status code: 403 Forbidden
[403] https://developer.arm.com/documentation/dui0473/latest (at 476:3) | Rejected status code: 403 Forbidden

Errors in doc/regularization/Regularization.md
[ERROR] file://doc/losses/Loss.md (at 127:3) | File not found. Check if file exists and path is correct
[ERROR] file://doc/optimizer/Optimizer.md (at 128:3) | File not found. Check if file exists and path is correct
[ERROR] file://estimators/LinearRegression.md (at 129:3) | File not found. Check if file exists and path is correct

Errors in README.md
[ERROR] file:///releases/latest (at 38:14) | File not found. Check if file exists and path is correct
[404] https://embedded-pro.github.io/embedded-dsp-control/ (at 37:1) | Rejected status code: 404 Not Found

Errors in roadmap/README.md
[ERROR] file://roadmap/filters/passive/ExponentialMovingAverage/implementation.md (at 24:1) | File not found. Check if file exists and path is correct

Hint: Followed 129 redirects. You might want to consider replacing redirecting URLs with the resolved URLs. Use verbose mode (`-v`/`-vv`) to see redirection details.
Hint: You can configure accepted/rejected response codes with `-a` or `--accept`
⚠️ MARKDOWN / markdownlint - 178 errors
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doc/analysis/PowerDensitySpectrum.md:104:38 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
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doc/controllers/LeadLagCompensator.md:5:401 error MD013/line-length Line length [Expected: 400; Actual: 639]
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doc/estimators/ExpectationMaximization.md:104:103 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
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doc/estimators/README.md:11:122 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/active/AhrsMadgwickMahony.md:5:401 error MD013/line-length Line length [Expected: 400; Actual: 538]
doc/filters/active/AhrsMadgwickMahony.md:7:401 error MD013/line-length Line length [Expected: 400; Actual: 554]
doc/filters/active/AlphaBetaFilter.md:5:401 error MD013/line-length Line length [Expected: 400; Actual: 419]
doc/filters/active/AlphaBetaFilter.md:7:401 error MD013/line-length Line length [Expected: 400; Actual: 451]
doc/filters/active/KalmanSmoother.md:5:401 error MD013/line-length Line length [Expected: 400; Actual: 421]
doc/filters/active/KalmanSmoother.md:111:28 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/active/KalmanSmoother.md:111:61 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
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doc/filters/active/KalmanSmoother.md:122:19 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
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doc/filters/active/KalmanSmoother.md:123:27 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/active/KalmanSmoother.md:123:67 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/active/KalmanSmoother.md:124:19 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
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doc/filters/active/KalmanSmoother.md:124:67 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
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doc/filters/active/KalmanSmoother.md:125:67 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/active/UnscentedKalmanFilter.md:11:401 error MD013/line-length Line length [Expected: 400; Actual: 468]
doc/filters/active/UnscentedKalmanFilter.md:149:65 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/active/UnscentedKalmanFilter.md:149:153 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/passive/MedianFilter.md:69:25 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/passive/MedianFilter.md:69:43 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/passive/MedianFilter.md:70:51 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/passive/MedianFilter.md:70:96 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/README.md:13:74 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/README.md:13:179 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
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doc/filters/README.md:14:179 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/README.md:15:74 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/README.md:15:179 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/README.md:16:74 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/README.md:16:179 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/README.md:17:74 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/filters/README.md:17:179 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/GivensRotation.md:5:401 error MD013/line-length Line length [Expected: 400; Actual: 429]
doc/math/HouseholderTransform.md:5:401 error MD013/line-length Line length [Expected: 400; Actual: 455]
doc/math/MatrixExponential.md:5:401 error MD013/line-length Line length [Expected: 400; Actual: 555]
doc/math/MatrixNorms.md:5:401 error MD013/line-length Line length [Expected: 400; Actual: 452]
doc/math/MatrixNorms.md:42:67 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/MatrixNorms.md:43:67 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
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doc/math/MatrixNorms.md:46:67 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/README.md:9:55 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/README.md:9:151 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/README.md:10:55 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/README.md:10:151 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/README.md:11:55 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/README.md:11:151 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/README.md:12:55 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/README.md:12:151 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/README.md:13:55 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/README.md:13:151 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/README.md:14:55 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/README.md:14:159 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/README.md:15:55 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/README.md:15:153 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
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doc/math/README.md:16:152 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
doc/math/README.md:17:55 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
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doc/nonlinear_control/BacksteppingControl.md:5:401 error MD013/line-length Line length [Expected: 400; Actual: 594]
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doc/nonlinear_control/FeedbackLinearization.md:15:401 error MD013/line-length Line length [Expected: 400; Actual: 491]
doc/nonlinear_control/ModelReferenceAdaptiveControl.md:5:401 error MD013/line-length Line length [Expected: 400; Actual: 587]
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doc/solvers/SpectralRadius.md:5:401 error MD013/line-length Line length [Expected: 400; Actual: 665]
doc/windowing/window.md:5:401 error MD013/line-length Line length [Expected: 400; Actual: 415]
README.md:1 error MD041/first-line-heading/first-line-h1 First line in a file should be a top-level heading [Context: "[![Quality Gate Status](https:..."]
README.md:9:401 error MD013/line-length Line length [Expected: 400; Actual: 442]
README.md:19:304 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
README.md:20:211 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
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README.md:26:174 error MD060/table-column-style Table column style [Table pipe does not align with header for style "aligned"]
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roadmap/math/SE3Transform/implementation.md:7 error MD040/fenced-code-language Fenced code blocks should have a language specified [Context: "```"]
roadmap/math/SE3Transform/implementation.md:21 error MD040/fenced-code-language Fenced code blocks should have a language specified [Context: "```"]
roadmap/math/SE3Transform/implementation.md:35 error MD040/fenced-code-language Fenced code blocks should have a language specified [Context: "```"]
roadmap/math/SE3Transform/tests.md:7 error MD040/fenced-code-language Fenced code blocks should have a language specified [Context: "```"]
roadmap/math/SE3Transform/tests.md:16 error MD040/fenced-code-language Fenced code blocks should have a language specified [Context: "```"]
roadmap/README.md:11 error MD040/fenced-code-language Fenced code blocks should have a language specified [Context: "```"]

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gabrielfrasantos and others added 2 commits August 14, 2026 19:19
- ConsistencyMetrics: Chi2QuantileApprox changed from static float to
  [[nodiscard]] OPTIMIZE_FOR_SPEED constexpr to avoid per-TU duplication
  and match the module's detail-namespace helper pattern
- ConsistencyMetrics tests: remove forbidden inline comments from new
  WilsonHilferty and LargeNumSamples tests
- CholeskyDecomposition: add NUMERICAL_TOOLBOX_COVERAGE_BUILD extern
  template guards for sizes 1–3
- Add CholeskyDecomposition.cpp coverage instantiation source and wire
  into numerical.math CMakeLists
- Add TestCholeskyDecomposition.cpp covering all three branches of
  TryFactor (off-diagonal, nullopt on non-SPD, sqrt on diagonal) plus
  a regression test that small-scale SPD matrices are no longer
  falsely rejected by the new relative threshold

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
Co-authored-by: github-actions[bot] <41898282+github-actions[bot]@users.noreply.github.com>
Comment thread numerical/filters/passive/SavitzkyGolayFilter.hpp Outdated
Comment thread numerical/math/ConsistencyMetrics.hpp Outdated
Comment thread numerical/math/ConsistencyMetrics.hpp Outdated
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@gabrielfrasantos
gabrielfrasantos merged commit 1cf95af into main Aug 14, 2026
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@gabrielfrasantos
gabrielfrasantos deleted the fix/cholesky-consistency-savitzky-issues-257-258-259 branch August 14, 2026 19:33
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