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[Octave-bug-tracker] [bug #34850] Behaviour of chol(a,'lower')


From: anonymous
Subject: [Octave-bug-tracker] [bug #34850] Behaviour of chol(a,'lower')
Date: Mon, 20 Jan 2014 16:52:35 +0000
User-agent: Mozilla/5.0 (Macintosh; Intel Mac OS X 10.9; rv:26.0) Gecko/20100101 Firefox/26.0

Follow-up Comment #16, bug #34850 (project octave):

I'm reposting here the email reply by Salvatore as
the tracker does not automatically record replies sent via email.
c.


No, I did not have time then, and I did not work on the codes. I can
confirm that the workaround still works (as of the version I have
installed right now).
Looking at the source files the fix requires changing
 dbleCHOL::init (const Matrix& a, bool calc_cond)

and its friends to accept the lower/upper flag and pass it to the
inner call. to the LAPACK routine.
Something along the lines of the code I am attaching should work, but
I did *not* test it, and I cannot do it any time soon. But if Carlo
has time to test I can look at the results.
NOTE: for complex data, in cholinv_internal you'll need to add  std::conj .

BTW, I am not sure what happens in the sparse case...that's a whole
different game, and we'd need to look at the UMFPACK docs.
Salvatore



(file #30318, file #30319)
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Additional Item Attachment:

File name: dbleCHOL.cc                    Size:11 KB
File name: dbleCHOL.h                     Size:2 KB


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  <http://savannah.gnu.org/bugs/?34850>

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