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Re: chol?


From: Jordi Gutierrez Hermoso
Subject: Re: chol?
Date: Sat, 15 Apr 2006 15:28:09 -0500

On 4/15/06, Vic Norton <address@hidden> wrote:
> Is anybody else having any problems with "chol" or is it just my screwed
> up system?

It's your screwed up system! :P

octave:1> C = [36 24; 24 25];
octave:2> chol(C)
ans =

  6  4
  0  3

By the way, the R you obtain with an svd isn't a Cholesky factor.
Cholesky factors require to be triangular.

Sorry that I can't help with your "bus error", though.

- Jordi



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