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Re: chol problem in 2.9.5


From: Quentin Spencer
Subject: Re: chol problem in 2.9.5
Date: Thu, 25 May 2006 13:54:31 -0500
User-agent: Thunderbird 1.5.0.2 (X11/20060501)

Dmitri A. Sergatskov wrote:
octave:1> a=randn(2)
a =

 -0.94562   1.05567
 -0.69245   1.99836

octave:2> x=a'*a
x =

  1.3737  -2.3820
 -2.3820   5.1079

octave:3> chol(x)
ans =

  1.17204  -2.03238
  0.00000   0.98860
Upper Triangular

octave:4> chol(x)
error: chol: matrix not positive definite
octave:4>
---

So after calling chol a second time on the same matrix it gives an error.
That seems breaks chol for good for remaining of the octave session:

octave:4> a=randn(2)
a =

 -0.081825   0.226121
  0.273070   0.446935

octave:5> y=a'*a
y =

 0.081263  0.103542
 0.103542  0.250882

octave:6> chol(y)
error: chol: matrix not positive definite
octave:6>

This is octave-2.9.5-3.fc5 rpm on x86_64 Fedora Core 5.

I can't duplicate this on i386 with the same FC5 rpm. I suppose this could be specific to x86_64, but I don't know why.
Is the checking for positive definiteness done by octave or lapack?

Quentin



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