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From Ted Dunning <ted.dunn...@gmail.com>
Subject Re: Cholesky test failures...
Date Tue, 16 Jul 2013 00:13:37 GMT
It sounds like you missed the part of the API contract that says that you
have to fix the bugs before using the code.

:-)

More seriously, with pivot=true, the result can be hard to understand
because they are permuted.  Could that be the problem?



On Mon, Jul 15, 2013 at 5:11 PM, Dmitriy Lyubimov <dlieu.7@gmail.com> wrote:

> Hm.
>
> if i specify pivoted=false, everything works.
> In addition it seems i have created singular input by chance, but making it
> non-singular
>
>
>  val a = dense((1, 2, 3), (2, 3, 4), (3, 4, 5.5))
>
>  still doesn't help with pivoted=true (which is default) , my test fails.
>
> do pivoted results require some special handling?
>
>
>
>
> On Mon, Jul 15, 2013 at 5:03 PM, Dmitriy Lyubimov <dlieu.7@gmail.com>
> wrote:
>
> > should read
> >
> > val axmb = (a %*% x) - b
> >
> > of course but it doesn't make difference, the Cholesky output doesn't
> make
> > sense to me even before that
> >
> >
> > On Mon, Jul 15, 2013 at 5:00 PM, Dmitriy Lyubimov <dlieu.7@gmail.com
> >wrote:
> >
> >> Hi Ted,
> >>
> >> I am getting Cholesky test failures when trying to solve of Ax=B
> >>
> >> The L matrix and solveLeft() output do not make much sense to me. For
> >> once, L doesn't even have the expected L-shape:
> >>
> >> Do you have an idea where i go wrong? (the test is wrapped into scala
> DSL
> >> but it is Mahout's cholesky underwraps) .
> >>
> >> test code:
> >>
> >>   test("chol") {
> >>
> >>     // try to solve Ax=b with cholesky:
> >>     // this requires
> >>     // (LL')x = B
> >>     // L'x= (L^-1)B
> >>     // x=(L'^-1)(L^-1)B
> >>
> >>     val a = dense((1, 2, 3), (2, 3, 4), (3, 4, 5))
> >>
> >>     // make sure it is symmetric for a valid solution
> >>     a := a.t %*% a
> >>
> >>     printf("A= \n%s\n", a)
> >>
> >>     val b = dense((9, 8, 7)).t
> >>
> >>     printf ("b = \n%s\n", b)
> >>
> >>     val ch = chol(a)
> >>
> >>     printf ("L = \n%s\n", ch.getL)
> >>
> >>     printf ( "(L^-1)b =\n%s\n", ch.solveLeft(b))
> >>
> >>     val x = ch.solveRight(diag(1,3)) %*% ch.solveLeft(b)
> >>
> >>     printf("x = \n%s\n", x.toString)
> >>
> >>     val axmb = (a %*% b) - b
> >>
> >>     printf("AX - B = \n%s\n", axmb.toString)
> >>
> >>     assert(axmb.norm < 1e-10)
> >>
> >>   }
> >>
> >>
> >>
> >> Output:
> >>
> >> A=
> >> {
> >>   0  => {0:14.0,1:20.0,2:26.0}
> >>   1  => {0:20.0,1:29.0,2:38.0}
> >>   2  => {0:26.0,1:38.0,2:50.0}
> >> }
> >> b =
> >> {
> >>   0  => {0:9.0}
> >>   1  => {0:8.0}
> >>   2  => {0:7.0}
> >> }
> >>
> >> L =
> >> {
> >>   0  => {0:0.6928203230275511,2:3.676955262170047}
> >>   1  => {0:0.3464101615137781,2:5.374011537017761}
> >>   2  => {2:7.0710678118654755}
> >> }
> >> (L^-1)b =
> >> {
> >>   0  => {0:1.2727922061357855}
> >>   1  => {0:11.547005383792511}
> >>   2  => {}
> >> }
> >> X =
> >> {
> >>   0  => {0:0.18}
> >>   1  => {0:5.119661282874144}
> >>   2  => {}
> >> }
> >> AX - B =
> >> {
> >>   0  => {0:459.0}
> >>   1  => {0:670.0}
> >>   2  => {0:881.0}
> >> }
> >>
> >> org.scalatest.exceptions.TestFailedException was thrown.
> >>
> >>
> >
>

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