bugGNU Octave - Bugs: bug #36437, chol2inv can't handle sparse matrix

 
 

bug #36437: chol2inv can't handle sparse matrix

Submitted by:  Nir Krakauer <nir_krakauer>
Submitted on:  Wed 09 May 2012 01:02:15 AM UTC  
 
Category:  Octave Function Severity:  3 - Normal
Priority:  5 - Normal Item Group:  Incorrect Result
Status:  Fixed Assigned to:  None
Originator Name:  Nir Krakauer Open/Closed:  Closed
Release:  dev Operating System:  GNU/Linux

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Thu 11 Aug 2016 05:47:13 PM UTC, comment #5:

FYI - tests that rely on CHOLMOD should be marked with "testif HAVE_CHOLMOD", applied that change here

http://hg.savannah.gnu.org/hgweb/octave/rev/2c7acd39e9b7

Mike Miller <mtmiller>
Project Administrator
Tue 09 Aug 2016 11:10:03 PM UTC, comment #4:

I have pushed the fix. Some notes of this fix:

  • sparse matrices that were previously identified as banded, but were banded AND lower/upper, are now upper or lower and not banded.
  • I noticed that non-sparse matrices do not check for banded matrices.

http://hg.savannah.gnu.org/hgweb/octave/rev/5417dad26a25

http://hg.savannah.gnu.org/hgweb/octave/rev/71d86e88589f

Note, I had to adjust the precision in one of your tests.

Carnë Draug <carandraug>
Project Member
Sat 06 Aug 2016 05:48:35 PM UTC, comment #3:

I added some tests, you can look at it at my repository:
https://bitbucket.org/BarbaraLocsi/octave/commits/branch/barbara-chol2inv

Barbara Lócsi <bumi>
Tue 26 Jul 2016 12:53:33 PM UTC, comment #2:

I couldn't find any tests for chol2inv. Could you write some before I push this?

Carnë Draug <carandraug>
Project Member
Sat 12 Mar 2016 10:03:35 PM UTC, comment #1:

I can see it is still not working, (only the error is bit different)

The chol2inv function in sparse-chol.cc:526, requires the type of the matrix to be determined. If it is an upper or lower matrix than it determines the retval, but otherwise it gives this error.

This Y matrix is an upper matrix so i think the type of the matrix is determined incorrectly.
MatrixType.cc lines 340-364. If it is a banded matrix then the function won't check whether it is lower or upper matrix.
But in this case, this matrix (Y) is both banded and upper.

Temporarily I deleted the else from else if, so even thougth the matrix is both banded and upper/lower it will say it is upper/lower (before it said it is banded).
In this case there is no more error from chol2inv but it calculates wrong result.
The result of

is:

,while the result of

is:

I think the chol2inv calculates it wrongly.

It is: (inv(Y))' * inv(Y)
While it should be inv (Y'*Y)

(file #36613)

Barbara Lócsi <bumi>
Wed 09 May 2012 01:02:15 AM UTC, original submission:

chol2inv seems not to work when the input is a sparse upper triangular matrix. For example:

n = 10;
X = spdiags(ones(n, 1) * [1 2 1], [-1 0 1], n, n);
Y = chol(X);
Z = chol2inv(Y)
error: chol2inv: spchol2inv requires triangular matrix

On the other hand,
Z = chol2inv(full(Y))
returns the expected result

Nir Krakauer <nir_krakauer>

 

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Attached Files
file #36613:  bug_36437.diff added by bumi (2KiB - application/octet-stream)

 

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    Follow 7 latest changes.

    Date Changed by Updated Field Previous Value => Replaced by
    Tue 09 Aug 2016 11:10:03 PM UTC carandraug StatusConfirmed => Fixed
        Open/ClosedOpen => Closed
    Sat 12 Mar 2016 10:03:35 PM UTC bumi Attached File- => Added bug_36437.diff, #36613
    Mon 28 Oct 2013 02:33:21 AM UTC mtmiller CategoryNone => Octave Function
        Item GroupNone => Incorrect Result
        StatusNone => Confirmed
        Release3.6.1 => dev

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