Created attachment 797 [details]
Patch which fixes the problem.
In llt_rank_update_lower TempVectorType is dynamic. This might cause problems if one wants to use this function (directly or indirectly) in a situation where dynamic allocations are prohibited like embedded devices or in real-time-context.
The patch I've attached sovles the problem; the patch it self is basically taken from here: https://github.com/sfwa/ukf. This project is also a really good use-case.
Created attachment 807 [details]
Cholesky test is now checking, if dynamic allocation is used on non-dynamic matrices
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