Re: Cholesky and non-definite

[E. Joshua Rigler]

Err, never mind.  I just reread the help for isdefinite.m, and realized
that it can return negative numbers, thereby screwing up my if block.

I still wouldn't mind knowing how chol.oct determines whether a matrix
is positive definite or not.

-EJR


On Thu, 2004-11-18 at 12:33, E. Joshua Rigler wrote:
> I'm getting an error from the cholesky function (chol.oct) about a
> non-positive definite matrix, even though I check the matrix with
> isdefinite.m beforehand.
> 
> This happens with both the default and octave-forge chol.oct.  I looked
> at the source code briefly, and chol.cc calls a function called "fact"
> that returns a variable called "info", which when non-zero apparently
> means the matrix is not positive definite.
> 
> 1) Can someone point me to the source code that contains the function
> "fact", so that I can see how it determines whether or not a matrix is
> positive definite?
> 
> 2) Is there a tolerance I can specify for the isdefinite.m function that
> will ensure that I always pass a suitably positive definite matrix to
> the chol.oct function?
> 
> Thanks.
> 
> -EJR
> 
> 
> 
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