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[Octave-bug-tracker] [bug #53499] Factorization of symmetric positive de
From: |
anonymous |
Subject: |
[Octave-bug-tracker] [bug #53499] Factorization of symmetric positive definite sparse matrix fails whereas Cholesky factorization works |
Date: |
Wed, 28 Mar 2018 06:58:48 -0400 (EDT) |
User-agent: |
Mozilla/5.0 (Windows NT 6.1; WOW64; rv:58.0) Gecko/20100101 Firefox/58.0 |
URL:
<http://savannah.gnu.org/bugs/?53499>
Summary: Factorization of symmetric positive definite sparse
matrix fails whereas Cholesky factorization works
Project: GNU Octave
Submitted by: None
Submitted on: Wed 28 Mar 2018 10:58:46 AM UTC
Category: Libraries
Severity: 3 - Normal
Priority: 5 - Normal
Item Group: Unexpected Error
Status: None
Assigned to: None
Originator Name: Octave user
Originator Email:
Open/Closed: Open
Discussion Lock: Any
Release: 4.2.2
Operating System: Microsoft Windows
_______________________________________________________
Details:
Solving a sparse system of linear equations by means of Cholesky factorization
works, but when using the backslash operator factorization fails. This seems
to be strange because the matrix is positive definite and the backslash
operator should also use Cholesky.
clear all;
load linsolve_test.mat
tic
disp("chol(A)");
[L, P, Q] = chol(A, "lower", "vector");
disp("L^-T L-^1 b");
x(Q, :) = L.' \ (L \ b(Q, :));
toc
max(max(abs(A * x - b)))
disp("A\b");
tic;x=A\b;toc
max(max(abs(A * x - b)))
_______________________________________________________
Reply to this item at:
<http://savannah.gnu.org/bugs/?53499>
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- [Octave-bug-tracker] [bug #53499] Factorization of symmetric positive definite sparse matrix fails whereas Cholesky factorization works,
anonymous <=
- [Octave-bug-tracker] [bug #53499] Factorization of symmetric positive definite sparse matrix fails whereas Cholesky factorization works, Marco Caliari, 2018/03/28
- [Octave-bug-tracker] [bug #53499] Factorization of symmetric positive definite sparse matrix fails whereas Cholesky factorization works, anonymous, 2018/03/29
- [Octave-bug-tracker] [bug #53499] Factorization of symmetric positive definite sparse matrix fails whereas Cholesky factorization works, Marco Caliari, 2018/03/29
- [Octave-bug-tracker] [bug #53499] Factorization of symmetric positive definite sparse matrix fails whereas Cholesky factorization works, Rik, 2018/03/29
- [Octave-bug-tracker] [bug #53499] Factorization of symmetric positive definite sparse matrix fails whereas Cholesky factorization works, anonymous, 2018/03/30
- [Octave-bug-tracker] [bug #53499] Factorization of symmetric positive definite sparse matrix fails whereas Cholesky factorization works, Marco Caliari, 2018/03/30
- [Octave-bug-tracker] [bug #53499] Factorization of symmetric positive definite sparse matrix fails whereas Cholesky factorization works, Rik, 2018/03/30