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Re: [Help-gsl] Question on Cholesky decomposition error - bspline penalt

From: Foivos Diakogiannis
Subject: Re: [Help-gsl] Question on Cholesky decomposition error - bspline penalty matrix
Date: Wed, 19 Nov 2014 13:37:59 +0800

Hi Rhys,

again thanks for sending code and comments - much appreciated!!
It seems that this issue is reported by others and it must be a problem of
finite precision arithmetic, check this link :

So I'll have to trust the theoretical prediction of positive definiteness
for Omega_{ij} and work around it with exception handling (my results are
ok with this, but still need to do more tests).


On Wed, Nov 19, 2014 at 11:57 AM, Rhys Ulerich <address@hidden>

> >> \Omega_{ij} = \int_0^1 { d^2B_i(x)/dx^2 * d^2 B_j(x)/dx^2 } dx
> > *p += wl * gsl_pow_2(dB_i * dB_j);
> Ha.  I apparently cheated.  Remove that gsl_pow_2 and I encounter the
> same issues.
> *shrugs*
> - Rhys

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