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[Bug-gsl] solve_symm_tridiag not valid for general symmetric tridiagonal
From: |
Duane Nykamp |
Subject: |
[Bug-gsl] solve_symm_tridiag not valid for general symmetric tridiagonal systems |
Date: |
Wed, 12 Jul 2006 19:23:48 -0500 |
User-agent: |
Thunderbird 1.5.0.4 (X11/20060614) |
The function gsl_linalg_solve_symm_tridiag is documented (and named) as
a solver for a general symmetric tridiagonal system. It uses a variant
of Cholesky decomposition, treating the diagonal differently so that the
algorithm applies to more than just positive definite matrices.
However, if that diagonal in this decomposition is ever zero (e.g., the
upper-left entry of the original matrix is zero), the algorithm will
divide by zero without checking, producing NaNs.
Duane Nykamp
--
Duane Nykamp Phone: 612-625-0338
School of Mathematics Fax: 612-626-2017
University of Minnesota E-mail: address@hidden
206 Church St. SE Web: www.math.umn.edu/~nykamp/
Minneapolis, MN 55455 Office: 202 Vincent Hall
- [Bug-gsl] solve_symm_tridiag not valid for general symmetric tridiagonal systems,
Duane Nykamp <=