Re: [Help-gsl] Question on Cholesky decomposition error - bspline penalty matrix

[Foivos Diakogiannis]

Hi Rhys,

again thanks for sending code and comments - much appreciated!!
It seems that this issue is reported by others and it must be a problem of
finite precision arithmetic, check this link :
http://mathoverflow.net/questions/108700/quantifying-the-failure-of-the-cholesky-factorization-test-for-indefinite-matric

So I'll have to trust the theoretical prediction of positive definiteness
for Omega_{ij} and work around it with exception handling (my results are
ok with this, but still need to do more tests).

Cheers,
Foivos



On Wed, Nov 19, 2014 at 11:57 AM, Rhys Ulerich <address@hidden>
wrote:

> >> \Omega_{ij} = \int_0^1 { d^2B_i(x)/dx^2 * d^2 B_j(x)/dx^2 } dx
>
> > *p += wl * gsl_pow_2(dB_i * dB_j);
>
> Ha.  I apparently cheated.  Remove that gsl_pow_2 and I encounter the
> same issues.
>
> *shrugs*
>
> - Rhys
>