[Octave-bug-tracker] [bug #42587] chol incorrect claim about positive definite on sparse indefinite matrix

[Johan Löfberg]

URL:
  <http://savannah.gnu.org/bugs/?42587>

                 Summary: chol incorrect claim about positive definite on
sparse indefinite matrix
                 Project: GNU Octave
            Submitted by: johanlofberg
            Submitted on: Thu 19 Jun 2014 11:30:16 AM GMT
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Incorrect Result
                  Status: None
             Assigned to: None
         Originator Name: 
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 3.8.1
        Operating System: Microsoft Windows

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Details:

The following sequence show a case were an obviously indefinite matrix is
claimed successfully factorized in chol (p=0), when two output arguments are
used.

++++
>> Q = sparse([1 0 8;0 1 8;8 8 1]);
>> full(Q)
ans =

   1   0   8
   0   1   8
   8   8   1

>> chol(Q)
error: chol: input matrix must be positive definite
>> [R,p] = chol(Q)
R =

Compressed Column Sparse (rows = 2, cols = 3, nnz = 4 [67%])

  (1, 1) ->  1
  (2, 2) ->  1
  (1, 3) ->  8
  (2, 3) ->  8

p = 0
>> [R,p] = chol(full(Q))
R =

   1   0
   0   1

p =  3
----




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