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Cholesky and non-definite
From: |
E. Joshua Rigler |
Subject: |
Cholesky and non-definite |
Date: |
Thu, 18 Nov 2004 12:33:39 -0700 |
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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- Cholesky and non-definite,
E. Joshua Rigler <=