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[Octave-bug-tracker] [bug #34850] Behaviour of chol(a,'lower')


From: Carlo de Falco
Subject: [Octave-bug-tracker] [bug #34850] Behaviour of chol(a,'lower')
Date: Sun, 20 Nov 2011 15:40:28 +0000
User-agent: Mozilla/5.0 (Macintosh; Intel Mac OS X 10.6; rv:8.0) Gecko/20100101 Firefox/8.0

Follow-up Comment #2, bug #34850 (project octave):

More info on this issue.

It seems that the lapack function DPOTRF is always invoked with
the input parameter UPLO set to 'U':

http://hg.savannah.gnu.org/hgweb/octave/file/5b1ddcf5ede1/liboctave/dbleCHOL.cc#l119

then, if the input argument 'lower' is passed to chol in Octave,
the factor returned by lapack is transposed

http://hg.savannah.gnu.org/hgweb/octave/file/5b1ddcf5ede1/src/DLD-FUNCTIONS/chol.cc#l55

So it seems the behavior observed by Salvatore is a feature rather than a
bug.

One quick solution to get more compatible behavior would be to transpose the
input to chol before factoring it, but I'll have to think a bit to find a
cleaner way to fix this.




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