Hey, Couldn't find the documentation - all I found was https://github.com/JuliaLang/julia/blob/27c3a5b7ed66bee509fc4a81aa54ba09aec1b2ee/base/linalg/exceptions.jl#L19-L21 and http://docs.julialang.org/en/latest/stdlib/linalg/?highlight=posdefexception#Base.cholfact
I know rand(4,4) isn't symmetric :) I was just trying to figure out if the error code was always 4 or there was some deeper meaning. My solution is to use cholfact and set pivot to true. Would it be a good idea for chol to use pivot by default? Or is the cost unacceptable? Cheers, Iain On Monday, April 7, 2014 4:41:38 PM UTC-4, Douglas Bates wrote: > > > > On Monday, April 7, 2014 3:24:32 PM UTC-5, Iain Dunning wrote: >> >> 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: >> >> As a last resort you can always read the documentation :-) > > The 4 is the error number from the LAPACK.potrf! function, indicating that > the Cholesky factorization failed on the fourth column > > julia> chol(rand(4,4)) >> ERROR: PosDefException(2) >> in cholfact! at linalg/factorization.jl:36 >> in chol at linalg/factorization.jl:44 >> >> > Umm - rand(4,4) is not expected to be symmetric. > > >> it is (2) - so I'm guessing that the 4 communicates something useful. >> >> Cheers, >> Iain >> >> >>
