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From "Luc Maisonobe (JIRA)" <j...@apache.org>
Subject [jira] Closed: (MATH-274) testing for symmetric positive definite matrix in CholeskyDecomposition
Date Fri, 07 Aug 2009 09:17:14 GMT

     [ https://issues.apache.org/jira/browse/MATH-274?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Luc Maisonobe closed MATH-274.
------------------------------


closing resolved issue for 2.0 release

> testing for symmetric positive definite matrix in CholeskyDecomposition
> -----------------------------------------------------------------------
>
>                 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
>            Assignee: Luc Maisonobe
>            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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