Re: GSoC: Incomplete Cholesky Factorizations

[Alexander Barth]

Dear Kai,

Thank you for your work on implementing these functions!

I wanted to test the modified incomplete cholesky factorization (the ichol function). But I had a problem.

I used the itsol package from https://code.google.com/p/itsol-clone-siko1056/ and zitsol from
http://www-users.cs.umn.edu/~saad/software/ITSOL/ZITSOL_1.tar.gz with the zitsol patch as described here: http://wiki.octave.org/Building_%28Z%29ITSOL. I did not apply the itsol.patch since I assumed that your hg repository already includes it (right?).

Compilation was fine and I can use the ichol function for small matrices. However with the attached 144x144 matrix, I get the following error:

octave>> load A; L = ichol(A,struct('michol','on'));
error: ichol0: zero diagonal found.

The error is generated around the line 200:
      // compensate diagonal MIC(0)
      if (michol)
    {
      diag[k] += dropsum;
      if (diag[k] <= 0.0)
        {
          std::cout << "diag1 " << diag[k] << " " << k << " " << dropsum << std::endl;
          error ("ichol0: zero diagonal found.");
          retval (0) = octave_value (k);
          return retval;
        }
    }

Before the error, I have the following values diag[k]= -1.97638, k = 125  and dropsum = -34.6556. The matrix A is well positive-defined  (min(eig(A)) =  13.804) and symmetric.

The modified incomplete cholesky factorization did work on matlab (R2013a). The variable L_matlab contains the result from matlab in case you want to know.

Do you have some ideas on what could be wrong?

Thanks again!

Alex

On Mon, Sep 16, 2013 at 12:35 PM, c. <address@hidden> wrote:

On 16 Sep 2013, at 11:58, Kai Torben Ohlhus <address@hidden> wrote:

> Hallo c.,
>
> here the changeset for the review: https://savannah.gnu.org/patch/index.php?8162.

thanks.

> The ITSOL and ZITSOL library has to be installed on the system in order to work correctly.

yes, I have them installed.

> Kai
c.

A.mat
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