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chol problem in 2.9.5
From: |
Dmitri A. Sergatskov |
Subject: |
chol problem in 2.9.5 |
Date: |
Thu, 25 May 2006 10:26:28 -0600 |
octave:1> a=randn(2)
a =
-0.94562 1.05567
-0.69245 1.99836
octave:2> x=a'*a
x =
1.3737 -2.3820
-2.3820 5.1079
octave:3> chol(x)
ans =
1.17204 -2.03238
0.00000 0.98860
Upper Triangular
octave:4> chol(x)
error: chol: matrix not positive definite
octave:4>
---
So after calling chol a second time on the same matrix it gives an error.
That seems breaks chol for good for remaining of the octave session:
octave:4> a=randn(2)
a =
-0.081825 0.226121
0.273070 0.446935
octave:5> y=a'*a
y =
0.081263 0.103542
0.103542 0.250882
octave:6> chol(y)
error: chol: matrix not positive definite
octave:6>
This is octave-2.9.5-3.fc5 rpm on x86_64 Fedora Core 5.
Dmitri.
--
- chol problem in 2.9.5,
Dmitri A. Sergatskov <=
- Re: chol problem in 2.9.5, Robert A. Macy, 2006/05/25
- Re: chol problem in 2.9.5, Quentin Spencer, 2006/05/25
- Re: chol problem in 2.9.5, David Bateman, 2006/05/25
- Re: chol problem in 2.9.5, Quentin Spencer, 2006/05/25
- Re: chol problem in 2.9.5, David Bateman, 2006/05/25
- Re: chol problem in 2.9.5, Quentin Spencer, 2006/05/25
- Re: chol problem in 2.9.5, Przemek Klosowski, 2006/05/26
- Re: chol problem in 2.9.5, Dmitri A. Sergatskov, 2006/05/26
- Re: chol problem in 2.9.5, John W. Eaton, 2006/05/26