bugGNU Octave - Bugs: bug #44313, Cholesky

 
 

bug #44313: Cholesky

Submitted by:  None
Submitted on:  Thu 19 Feb 2015 07:22:53 PM UTC  
 
Category:  Octave Function Severity:  3 - Normal
Priority:  5 - Normal Item Group:  Documentation
Status:  Invalid Assigned to:  None
Originator Name:  Ole Kröger Originator Email:  -email is unavailable-
Open/Closed:  Closed Release:  3.8.2
Operating System:  Any

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Thu 19 Feb 2015 09:53:51 PM UTC, comment #1: 

Thanks for your bug report. I believe this is the correct behavior of the chol function. If you think this should be documented more clearly, feel free to follow up with a comment and suggest some wording to add to the manual.

According to the Matlab doc for chol, the argument is assumed to be symmetric / Hermitian. Only the upper triangular half of the input matrix is used and its complex conjugate transpose is copied to the lower triangular half. So this is correctly exactly what you are reporting.

http://www.mathworks.com/help/matlab/ref/chol.html

Mike Miller <mtmiller>
Project Administrator
Thu 19 Feb 2015 07:22:53 PM UTC, original submission:  

Hey guys,

to create a Cholesky decomposition the given Matrix must be Hermitian so the function:
chol([2 2; 3 3]) should throw an error but unfortunately the first 3 will be interpreted as a 2 instead of checking it.

Anonymous

 

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  • -email is unavailable- added by siko1056 (Updated the item)
  • -email is unavailable- added by mtmiller (Posted a comment)
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    Follow 5 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2016-05-09 siko1056 Item GroupIncorrect Result => Documentation
    2016-05-09 siko1056 Dependencies- => bugs #45146 is dependent
    2015-02-19 mtmiller StatusNone => Invalid
        Open/ClosedOpen => Closed
        Operating SystemGNU/Linux => Any

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