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[Octave-bug-tracker] [bug #41116] Incorrect result for sparse LU factori

From: Michael C. Grant
Subject: [Octave-bug-tracker] [bug #41116] Incorrect result for sparse LU factorization
Date: Wed, 15 Jan 2014 05:52:08 +0000
User-agent: Mozilla/5.0 (Macintosh; Intel Mac OS X 10_9_1) AppleWebKit/537.73.11 (KHTML, like Gecko) Version/7.0.1 Safari/537.73.11

Follow-up Comment #13, bug #41116 (project octave):

I am uploading a patch for both lu.cc and sparse-base-lu.cc. It turns out that
the nargout=1 mode wasn't being constructed properly, either: the size of the
output matrix is supposed to be the same size as the original, but for
matrices with more columns than rows, it was square.

I'm basically hoping against hope here that Marco is right, and that the
column reorderings performed during UMFPACK's numerical factorization step
will not destroy the upper triangular nature of U. When that assumption is
correct, this should indeed produce results identical to MATLAB's.

If that assumption fails, then at least we still have x = LL * UU. And since
Octave knows that UU is a permuted upper triangular matrix anyway, there
shouldn't be a performance loss if someone is depending on triangularity
simply to achieve high solve performance. The only people that might get
tripped up are those that depend on UU's upper triangularity, and I don't
actually know who such people might be.

(file #30277)

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File name: patch.diff                     Size:7 KB


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