Re: matrix_type check

[David Bateman]

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
Motorola Labs - Paris                        +33 1 69 35 48 04 (Ph) 
Parc Les Algorithmes, Commune de St Aubin    +33 6 72 01 06 33 (Mob) 
91193 Gif-Sur-Yvette FRANCE                  +33 1 69 35 77 01 (Fax) 

The information contained in this communication has been classified as: 

[x] General Business Information 
[ ] Motorola Internal Use Only 
[ ] Motorola Confidential Proprietary