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Re: [Bug-gsl] About gsl_linalg_cholesky_svx(A,x)

From: Chuhu Yang
Subject: Re: [Bug-gsl] About gsl_linalg_cholesky_svx(A,x)
Date: Mon, 18 Sep 2006 20:33:58 -0500
User-agent: Microsoft-Entourage/

Dear Mr. Brian Gough,
I'm sorry for this late reply, but I spent some time to write a example
program and make sure everything is correct.
I found the problem with gsl_linalg_cholesky_decomp(A) and
gsl_linalg_cholesky_svx(A,X) is that if you use a matrix A with upper
triangle elements being zeroes, gsl_linagl_cholesky_decomp(A) will do
calculation as if it were symmetric. Of course, cholesky decomposition can
only apply for positive definite and symmetric matrix. However, when you udr
a non-symmetric matrix as input, it should at least give some error message.
I attach my test program to this email. I wish it may be of a little help.

On 9/18/06 2:55 PM, "Brian Gough" <address@hidden> wrote:

> Chuhu Yang wrote:
>> Dear Mir or Madam,
>> Recently, I was using gsl. I found one problem with the function
>> gsl_linalg_cholesky_svx(A,x).
>> I want to obtain a solution to a linear function AX=b. I used
>> gsl_linalg_cholesky_decomp(A) first. I obtained a correct Cholesky factor L.
>> A after calling gsl_linalg_cholesky_decomp is a combination of L and L'.
>> Then I used gsl_linalg_cholesky_svx(A,X) with A from the first step. I
>> couldn't obtain correct solution for X. I guess there is a bug in
>> gsl_linalg_cholesky_svx(A,X).
>> However, I can get a correct solution by using
>> gsl_linalg_HH_svx(A,X) directly.
>> I hope this might help to make the function gsl_linalg_cholesky_svx better.
>> Thanks,
> Hello,
> Thank you for your email -- please could you send a small example
> program that we can use to reproduce the problem.

Attachment: test.cc
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