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Re: SVD, EIG and CHOL of a matrix
From: |
Alberto Frigerio |
Subject: |
Re: SVD, EIG and CHOL of a matrix |
Date: |
Mon, 25 Jan 2010 00:10:01 -0800 (PST) |
Do you mean that the previous versions of Octave, when runnig [R,p]=chol(A)
with a not positive definite matrix, instead of giving error, returned the
last acceptable tranformation of A before finding the error? Because I tried
to do the same thing, but I don't have the same results
http://old.nabble.com/file/p27303247/cholmio.m cholmio.m
http://old.nabble.com/file/p27303247/Results.txt Results.txt
Jaroslav Hajek-2 wrote:
>
>
> Yes, previously Octave simply returned the intermediate result from
> LAPACK, i.e. the original matrix mixed with the partial factorization.
> In current version, this is already fixed and chol returns the
> factorization of the largest leading submatrix that is positive
> definite:
> octave:1> A = magic(4)
> A =
>
> 16 2 3 13
> 5 11 10 8
> 9 7 6 12
> 4 14 15 1
>
> octave:2> [R,P]=chol(A)
> R =
>
> 4.00000 0.50000
> 0.00000 3.27872
>
> P = 3
>
>
>> Anyway I see that the help string in chol.cc can use some improvement, a
>> changeset is attached.
>>
>
> Maybe it could be even more specific? On return, R = the factor of the
> largest posdef leading submatrix, P = its order...
>
> --
> RNDr. Jaroslav Hajek, PhD
> computing expert & GNU Octave developer
> Aeronautical Research and Test Institute (VZLU)
> Prague, Czech Republic
> url: www.highegg.matfyz.cz
> _______________________________________________
> Help-octave mailing list
> address@hidden
> https://www-old.cae.wisc.edu/mailman/listinfo/help-octave
>
>
--
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- SVD, EIG and CHOL of a matrix, Alberto Frigerio, 2010/01/19
- Re: SVD, EIG and CHOL of a matrix, Carlo de Falco, 2010/01/19
- Re: SVD, EIG and CHOL of a matrix, Jaroslav Hajek, 2010/01/20
- Re: SVD, EIG and CHOL of a matrix, Alberto Frigerio, 2010/01/20
- Re: SVD, EIG and CHOL of a matrix, Jaroslav Hajek, 2010/01/20
- Re: SVD, EIG and CHOL of a matrix, Alberto Frigerio, 2010/01/22
- Re: SVD, EIG and CHOL of a matrix, Carlo de Falco, 2010/01/22
- Re: SVD, EIG and CHOL of a matrix, Jaroslav Hajek, 2010/01/22
- Re: SVD, EIG and CHOL of a matrix,
Alberto Frigerio <=
- Re: SVD, EIG and CHOL of a matrix, Jaroslav Hajek, 2010/01/25
- Re: SVD, EIG and CHOL of a matrix, Alberto Frigerio, 2010/01/27