It would be helpful if the LAPACK codes were written out in the Julia exception, but it is not most exciting thing to write. The un-pivoted Cholesky factor is not triangular, so I think returning that would also cause some confusion.
2014-04-08 16:50 GMT+02:00 Iain Dunning <iaindunn...@gmail.com>: > Jiahao: interesting link! Do you think we should put the meaning of that > error code somewhere? Maybe best would be as the actual message of the > PosDefException. > Andreas: if we un-pivot the result then the user would be unaware, > correct? I feel like chol() is the "casual" way of doing it and should make > a best effort to work, whereas cholfact is the more poweruser version. > David: I was indeed playing around with max-cut, check out > https://github.com/JuliaOpt/JuMP.jl/blob/sdp/examples/maxcut_sdp.jl > > Cheers, > Iain > > > On Tuesday, April 8, 2014 5:58:36 AM UTC-4, David de Laat wrote: >> >> You can also use a hack to make the matrix positive definite: >> mineig = minimum(eigvals(M)) >> M -= mineig * eye(M) >> >> (And in case you're working on max-cut you can also use >> M = (M - mineig * eye(M)) / (1-mineig) >> so that the linear constraints in the semidefinite program are still >> satisfied by the new matrix M.) >> >> Best, >> David >> > -- Med venlig hilsen Andreas Noack Jensen
