Re: SVD, EIG and CHOL of a matrix

[Alberto Frigerio]

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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