bugGNU Octave - Bugs: bug #45146, chol: document behavior with...

 
 

bug #45146: chol: document behavior with non-hermitian complex inputs

Submitter:  None
Submitted:  Tue 19 May 2015 11:15:27 PM UTC
   
 
Category:  Documentation Severity:  2 - Minor
Priority:  3 - Low Item Group:  Documentation
Status:  Fixed Assigned to:  None
Originator Name:  Nathan Whitehead Originator Email:  -email is unavailable-
Open/Closed:  * Closed Release:  * dev
Operating System:  * Any Fixed Release:  None
Planned Release:  None
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Mon 09 May 2016 10:58:28 AM UTC, comment #3: 

Your patch was merged within the renewal of the documentation.

http://hg.savannah.gnu.org/hgweb/octave/rev/54fa4dcba730

Kai Torben Ohlhus <siko1056>
Group Member
Wed 03 Jun 2015 11:53:34 PM UTC, comment #2: 

The patch looks good as far as Texinfo formatting goes. The added text, though, doesn't explain the effect of the "lower" string options that can be passed to the chol function.

Can you take a look at simply adding on to the last paragraph in the existing docstring that already tries to explain what this is doing:

> For full matrices, if the @qcode{"lower"} flag is set only the lower
> triangular part of the matrix is used for the factorization, otherwise the
> upper triangular part is used.


This is attempting to describe the behavior in question, so it would be best to just expand or reword this paragraph to improve it, and move it elsewhere in the text if you think it works better somewhere else.

Thanks.

Mike Miller <mtmiller>
Group Member
Wed 20 May 2015 12:56:13 AM UTC, comment #1: 

Thanks for your bug report. Confirmed, this is not documented properly in the help text for chol. Can you provide a patch for the docstring?

Mike Miller <mtmiller>
Group Member
Tue 19 May 2015 11:15:27 PM UTC, original submission:  

The chol() function silently succeeds with non-intuitive results in the case where the input matrix is complex and non-hermitian.

The documentation states that the function fails if the input is not positive definite, or that chol(A)' chol(A) = A if it is positive definite. For the case where A is complex but not hermitian, the function succeeds and returns a value that does not satisfy chol(A)' chol(A) = A.


A=[10,-i;-i,10;]; norm(A - chol(A)'*chol(A), Inf)


For this code I would expect either an error or a result that is close to machine epsilon. I actually get the result:


ans =  2.0000


I believe the function is only looking at the upper triangular part and assuming the lower triangular part is conjugate transpose; this should be included in the documentation for the function.

Anonymous

 

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Attached Files
file #34075:  choldoc.diff added by None (1KiB - text/x-patch - Attached is an attempt at a patch.)

 

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    Follow 12 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    2016-05-09 siko1056 StatusNeed Info Fixed
        Open/ClosedOpen Closed
    2016-05-09 siko1056 Dependencies- Depends on bugs #44313
    2015-06-03 mtmiller StatusPatch Submitted Need Info
    2015-05-22 mtmiller StatusConfirmed Patch Submitted
    2015-05-21 None Attached File- Added choldoc.diff, #34075
    2015-05-20 mtmiller Severity3 - Normal 2 - Minor
        Priority5 - Normal 3 - Low
        StatusNone Confirmed
        Release3.8.1 dev
        Operating SystemGNU/Linux Any
        Summarychol succeeds with incorrect factorization on non-hermitian complex inputs chol: document behavior with non-hermitian complex inputs

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