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[Octave-bug-tracker] [bug #35089] isdefinite: patch to use tolerance for
From: |
Lukas Reichlin |
Subject: |
[Octave-bug-tracker] [bug #35089] isdefinite: patch to use tolerance for ishermitian test |
Date: |
Fri, 16 Dec 2011 16:17:37 +0000 |
User-agent: |
Mozilla/5.0 (Macintosh; Intel Mac OS X 10_6_8) AppleWebKit/534.52.7 (KHTML, like Gecko) Version/5.1.2 Safari/534.52.7 |
URL:
<http://savannah.gnu.org/bugs/?35089>
Summary: isdefinite: patch to use tolerance for ishermitian
test
Project: GNU Octave
Submitted by: paramaniac
Submitted on: Fri 16 Dec 2011 04:17:36 PM GMT
Category: None
Severity: 3 - Normal
Priority: 5 - Normal
Item Group: None
Status: None
Assigned to: None
Originator Name:
Originator Email:
Open/Closed: Open
Discussion Lock: Any
Release: 3.4.3
Operating System: Any
_______________________________________________________
Details:
Dear Octave Community
I created a patch (see attachment) for isdefinite.m from core octave. The
intention of the patch is to use the tolerance given in isdefinite for the
built-in ishermitian test. Currently, no tolerance is given such that it tests
for exact zero. This caused problems. In the attached file anderson.m
(requires package control-2.2.3) is an example where
Q = q * H.' * H
fails the ishermitian test (calling sequence lqr.m > care.m > isdefinite.m >
ishermitian.m) while
Q = q1 * (H.' * H)
passes the same test. The only difference are the brackets and thus the order
of the two multiplications. In the first case, some numerical errors are
introduced that make the ishermitian test inside isdefinite fail. My patch
solves this problem.
It would be nice if the patch could be included in octave 3.6.0
Best regards,
Lukas
_______________________________________________________
File Attachments:
-------------------------------------------------------
Date: Fri 16 Dec 2011 04:17:36 PM GMT Name: isdefinite_patch.txt Size: 708B
By: paramaniac
diff -cp
<http://savannah.gnu.org/bugs/download.php?file_id=24609>
-------------------------------------------------------
Date: Fri 16 Dec 2011 04:17:36 PM GMT Name: anderson.m Size: 1kB By:
paramaniac
diff -cp
<http://savannah.gnu.org/bugs/download.php?file_id=24610>
_______________________________________________________
Reply to this item at:
<http://savannah.gnu.org/bugs/?35089>
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- [Octave-bug-tracker] [bug #35089] isdefinite: patch to use tolerance for ishermitian test,
Lukas Reichlin <=