Add MomentMatrixWeightSolver option #27
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In #26, when converting a
MomentMatrixto aMeasure, an error is thrown if the moments are not approximately the same.This conversion is here:
MultivariateMoments.jl/src/extract.jl
Line 200 in 0eb511d
This is making jump-dev/SumOfSquares.jl#224 fail because the moment matrix given by an SDP solver may have differences higher than
Base.rtoldefault(Float64). For this reason, the default option is to not convert and solve the linear system on the moment matrix directly. The old way is still available via theMomentVectorWeightSolverbut is not the default anymore since it would be tricky to get default tolerances, it's best to let the user choose this explicitly so that it's clearer that he should set tolerances.