Hi all, I have the following matrix (in a copy-pasteable format)
X = [1.00000000753845 -.9999999962147147 -1.0000000052345246 -1.0000000048451771; -.9999999962147147 .9999999849183356 .9999999938533486 .9999999932021346; -1.0000000052345246 .9999999938533486 1.0000000081826723 1.0000000034216714; -1.0000000048451771 .9999999932021346 1.0000000034216714 1.0000000058875202] and I have println(eig(X)) telling me [8.01744247656805e-17, 2.6859121865768767e-9, 3.823536365571658e-9, 4.000000000017529] (i.e. that it is PSD) but println(chol(X)) giving me ERROR: PosDefException(4) Two questions: 1) How do I make chol try harder? Do I want to use cholfact and increase tol to... what? 2) How can I find out what (4) means? Because when I do the following: julia> chol(rand(4,4)) ERROR: PosDefException(2) in cholfact! at linalg/factorization.jl:36 in chol at linalg/factorization.jl:44 it is (2) - so I'm guessing that the 4 communicates something useful. Cheers, Iain
