Dear all, I was analyzing Cholesky's decomposition algorithm on a non positive definite matrix. It is a 3*3 matrix, whose eigenvalues are -29.5, 2, 30.5. I noticed that the llt() method produces a result even if, obviously, the reconstruction of the starting matrix is not correct (due to the fact that the input matrix is not positive definite). I would like to know if, in general, given a non positive definite matrix, the llt() method still arrives at a result or if there may be exceptions or errors. How does the decomposition proceed, having as input a non positive definite matrix? Are pseudo method (pseudo determinant, pseudo inverse) used? Thanks for your attention and response
Tommaso
