[Octave-bug-tracker] [bug #35089] isdefinite: patch to use tolerance for ishermitian test

[Lukas Reichlin]

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

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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




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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>

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