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[Bug-gsl] solve_symm_tridiag not valid for general symmetric tridiagonal


From: Duane Nykamp
Subject: [Bug-gsl] solve_symm_tridiag not valid for general symmetric tridiagonal systems
Date: Wed, 12 Jul 2006 19:23:48 -0500
User-agent: Thunderbird 1.5.0.4 (X11/20060614)

The function gsl_linalg_solve_symm_tridiag is documented (and named) as
a solver for a general symmetric tridiagonal system.  It uses a variant
of Cholesky decomposition, treating the diagonal differently so that the algorithm applies to more than just positive definite matrices.

However, if that diagonal in this decomposition is ever zero (e.g., the upper-left entry of the original matrix is zero), the algorithm will divide by zero without checking, producing NaNs.

Duane Nykamp


--
Duane Nykamp                 Phone:  612-625-0338
School of Mathematics        Fax:    612-626-2017
University of Minnesota      E-mail: address@hidden
206 Church St. SE            Web:    www.math.umn.edu/~nykamp/
Minneapolis, MN 55455        Office: 202 Vincent Hall





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