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[Octave-bug-tracker] [bug #53499] Factorization of symmetric positive de


From: anonymous
Subject: [Octave-bug-tracker] [bug #53499] Factorization of symmetric positive definite sparse matrix fails whereas Cholesky factorization works
Date: Wed, 28 Mar 2018 06:58:48 -0400 (EDT)
User-agent: Mozilla/5.0 (Windows NT 6.1; WOW64; rv:58.0) Gecko/20100101 Firefox/58.0

URL:
  <http://savannah.gnu.org/bugs/?53499>

                 Summary: Factorization of symmetric positive definite sparse
matrix fails whereas Cholesky factorization works
                 Project: GNU Octave
            Submitted by: None
            Submitted on: Wed 28 Mar 2018 10:58:46 AM UTC
                Category: Libraries
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Unexpected Error
                  Status: None
             Assigned to: None
         Originator Name: Octave user
        Originator Email: 
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 4.2.2
        Operating System: Microsoft Windows

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Details:

Solving a sparse system of linear equations by means of Cholesky factorization
works, but when using the backslash operator factorization fails. This seems
to be strange because the matrix is positive definite and the backslash
operator should also use Cholesky.


clear all;
load linsolve_test.mat
tic
disp("chol(A)");
[L, P, Q] = chol(A, "lower", "vector");
disp("L^-T L-^1 b");
x(Q, :) = L.' \ (L \ b(Q, :));
toc
max(max(abs(A * x - b)))
disp("A\b");
tic;x=A\b;toc
max(max(abs(A * x - b)))





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  <http://savannah.gnu.org/bugs/?53499>

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