Re: Cholesky and non-definite

[Dmitri A. Sergatskov]

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?

What is you configuration? I had some funny problems whith chol() running much
slower with gcc3.3.x and bombing with 3.4.x. Now it looks to me that it was
the problem with overoptimization of lapack by recent gcc. You have to make
sure that lapack libraries are compiled either with "-O" flag or with
"-O2 -ffloat-store" (I think "-O3 -ffloat-store" will work as well).
See 
http://www.octave.org/octave-lists/archive/octave-maintainers.2004/msg00817.html
thread as well as:
https://bugzilla.redhat.com/bugzilla/show_bug.cgi?id=138683



> Thanks.
>
> -EJR

Sincerely,

Dmitri.
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