bugGNU Octave - Bugs: bug #42587, chol incorrect claim about...

 
 

bug #42587: chol incorrect claim about positive definite on sparse indefinite matrix

Submitter:  Johan Löfberg <johanlofberg>
Submitted:  Thu 19 Jun 2014 11:30:16 AM UTC
   
 
Category:  Octave Function Severity:  3 - Normal
Priority:  5 - Normal Item Group:  Incorrect Result
Status:  Fixed Assigned to:  None
Originator Name:  Open/Closed:  * Closed
Release:  * 3.8.1 Operating System:  * Microsoft Windows
Fixed Release:  None Planned Release:  None
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Thu 19 Jun 2014 05:05:40 PM UTC, comment #4: 

I fixed this on the stable branch in this changeset (http://hg.savannah.gnu.org/hgweb/octave/rev/161b11e7da2d).  It will be a part of the 3.8.2 bug fix release.

Incidentally, should the 3 output form work for full matrices, or does it only work with sparse?


[R,p,Z] = chol (full (Q))

error: Invalid call to chol.  Correct usage is:

 -- Loadable Function: R = chol (A)
 -- Loadable Function: [R, P] = chol (A)
 -- Loadable Function: [R, P, Q] = chol (S)
 -- Loadable Function: [R, P, Q] = chol (S, "vector")
 -- Loadable Function: [L, ...] = chol (..., "lower")
 -- Loadable Function: [L, ...] = chol (..., "upper")


If you can verify that Matlab handles this for full matrices then maybe a second bug report should be filed about that.

Rik <rik5>
Group administrator
Thu 19 Jun 2014 11:40:14 AM UTC, comment #3: 

I take that back, it has not been fixed. Too much allergy medicine today...

Johan Löfberg <johanlofberg>
Thu 19 Jun 2014 11:37:34 AM UTC, comment #2: 

However, the example in the other report works on my machine as expected (p=2), so maybe something has been fixed, but not completely.

Johan Löfberg <johanlofberg>
Thu 19 Jun 2014 11:34:14 AM UTC, comment #1: 

Sorry, missed that it was reported already in https://savannah.gnu.org/bugs/?func=detailitem&item_id=42177

Johan Löfberg <johanlofberg>
Thu 19 Jun 2014 11:30:16 AM UTC, original submission:  

The following sequence show a case were an obviously indefinite matrix is claimed successfully factorized in chol (p=0), when two output arguments are used.


>> Q = sparse([1 0 8;0 1 8;8 8 1]);
>> full(Q)
ans =

   1   0   8
   0   1   8
   8   8   1

>> chol(Q)
error: chol: input matrix must be positive definite
>> [R,p] = chol(Q)
R =

Compressed Column Sparse (rows = 2, cols = 3, nnz = 4 [67%])

  (1, 1) ->  1
  (2, 2) ->  1
  (1, 3) ->  8
  (2, 3) ->  8

p = 0
>> [R,p] = chol(full(Q))
R =

   1   0
   0   1

p =  3


Johan Löfberg <johanlofberg>

 

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    Date Changed by Updated Field Previous Value => Replaced by
    2014-06-19 rik5 StatusNone Fixed
        Open/ClosedOpen Closed

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