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From "Manuel Rossetti (JIRA)" <j...@apache.org>
Subject [jira] Created: (MATH-274) testing for symmetric positive definite matrix in CholeskyDecomposition
Date Thu, 04 Jun 2009 19:25:07 GMT
testing for symmetric positive definite matrix in CholeskyDecomposition
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                 Key: MATH-274
                 URL: https://issues.apache.org/jira/browse/MATH-274
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 2.0
         Environment: Mac OS X, NetBeans
            Reporter: Manuel Rossetti
            Priority: Minor
             Fix For: 2.0


I used this matrix:

        double[][] cv = {
            {0.40434286, 0.09376327, 0.30328980, 0.04909388},
            {0.09376327, 0.10400408, 0.07137959, 0.04762857},
            {0.30328980, 0.07137959, 0.30458776, 0.04882449},
            {0.04909388, 0.04762857, 0.04882449, 0.07543265}
        };

And it works fine, because it is symmetric positive definite

I tried this matrix:

        double[][] cv = {
            {0.40434286, -0.09376327, 0.30328980, 0.04909388},
            {-0.09376327, 0.10400408, 0.07137959, 0.04762857},
            {0.30328980, 0.07137959, 0.30458776, 0.04882449},
            {0.04909388, 0.04762857, 0.04882449, 0.07543265}
        };

And it should throw an exception but it does not.  I tested the matrix in R and R's cholesky
decomposition method returns that the matrix is not symmetric positive definite.

Obviously your code is not catching this appropriately.

By the way (in my opinion) the use of exceptions to check these conditions is not the best
design or use for exceptions.  If you are going to force the use to try and catch these exceptions
at least provide methods  to test the conditions prior to the possibility of the exception.
 



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