Re: SVD, EIG and CHOL of a matrix

[Alberto Frigerio]

Yeah Jaroslav, you were as usual completely right ... now my chol
factorization works!!!!

But I've a question about the eigenvalues/eigenvectors calculus. Since I've
a symmetric matrix, I undestood that it would be a good idea to
tridiagonalize it and I got it. Hence the beginning matrix and the
tridiagonalized one should have the same eigenvalues. But I can I found
them?

I tried to use to QR method, but I got some problems because it takes a lot
of time and, sometimes, I don't have the same values of the ones given by
the Octave "eig" ? Don't you know other algorithms I can use (maybe useful
to calculate also the eigenvalues) ?

Thanks,
   Alberto


Jaroslav Hajek-2 wrote:
> 
> On Mon, Jan 25, 2010 at 9:10 AM, Alberto Frigerio
> <address@hidden> wrote:
>>
>> 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?
> 
> Yes.
> 
>> 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
>>
> 
> The factorization is done by Octave on the upper triangle, whereas you
> seem to work on the lower part, hence probably the difference.
> 
> -- 
> 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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