questions about ichol

[Juan Pablo Carbajal]

Hi,

Regarding the function function ichol:
1. Is there a reason for it to work only with sparse matrices?
2. I can get it to work with the "ict" option and "droptol" > 1e-10. I
always get
error: ichol: negative pivot encountered
error: called from
    ichol at line 242 column 9
(I guess the actual value of droptol might be different for different matrices)

For example, the following fails. the matrix is clearly positive
definite (algouth some eigvals might be really small, but even if I
regularize...)

t = linspace (0,1,1e3).';
k = sparse (exp (-(t-t.').^2/0.1^2));
Ui = ichol(k,struct("type","ict","droptol",1e-9,"shape","upper"));

Ui = 
ichol(k+1e-6*eye(size(k)),struct("type","ict","droptol",1e-9,"shape","upper"));
# remove small eigs

Any suggestions?

Thanks