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Re: matrix_type check
From: |
David Bateman |
Subject: |
Re: matrix_type check |
Date: |
Fri, 25 Apr 2008 10:39:53 +0200 |
User-agent: |
Thunderbird 2.0.0.12 (X11/20080306) |
Jaroslav Hajek wrote:
>> >> If so then the current factorization code should also be changed such
>> >> that a failing Choleksy factorization falls back to a minimum norm
>> >> solution rather than first trying an LU solution.
>> >>
>> >>
>> >
>> > Ah, now I get it. No, I don't think so. I think that the test can
>> > still pass even for a regular matrix with negative eigenvalues. It is
>> > an interesting question though - I'll try to research this a little,
>> > perhaps your guess is right.
>> >
>> I'm no longer sure unless you we can guarantee that a failing Cholesky
>> factorization is due to a rank deficient matrix rather than negative
>> eigenvalues. I suppose we should check for symmetric definite matrices
>> as well and use DSYTRF and ZHETRF to do the factorization.
>>
>>
>
> I'm not sure how typical symmetric indefinite matrices are - I think I
> have never used the Bunch-Kaufman factorization routines at all (but
> that means only little given my short experience). Perhaps someone
> other could comment on that. Certainly that would matrix division yet
> smarter. Currently, "hermitian" in MatrixType is used for SPD/HPD,
> thus one would need to add "hermitian_indef" or change "hermitian" to
> "hermitian_posdef".
>
I'm not sure how big a win this would be so its low on my lists of
things to add to Octave.
D.
--
David Bateman address@hidden
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