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Re: Which algorithm does Octave use to invert the following positive sem
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From: |
Martin Helm |
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Subject: |
Re: Which algorithm does Octave use to invert the following positive semidefinite matrix? |
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Date: |
Mon, 4 Apr 2011 18:06:10 +0200 |
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User-agent: |
KMail/1.13.6 (Linux/2.6.34.7-0.7-desktop; KDE/4.6.1; x86_64; ; ) |
Am Montag, 4. April 2011, 18:05:02 schrieb Martin Helm:
> Am Montag, 4. April 2011, 17:53:51 schrieb Martin Helm:
> > Am Montag, 4. April 2011, 16:45:28 schrieb Olumide:
> > > Whereas the LAPACK routines DPOTRI and DGETRI fail because the matrix
> > > has zero elements along its diagonal, Octave successfully computes
> > > the inverts the matrix to be
>
> dpotri will of course fail since the matrix violates the conditions (not
> positve semidefinite), dgetri should work, BUT did you call degtrf before?
Typo: should read:
dpotri will of course fail since the matrix violates the conditions (not
positve definite)