TODO
- clean up clang-tidy
- modern style function -> return
- noexcept calc
Limitations:
- For convex problems only
- Provide efficient oracles
- Need to know the bounds
LDLT factorization: Square-root-free Cholesky factorization. Row based - Stop as soon as possible.
- Correlation does not implies causation (相关不蕴含因果), cum hoc ergo proter hoc
- Normally distributed and uncorrelated does not imply independent
- Basically, Central Limit Theorem is only applicable to i.i.d.