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Why would chol fail?

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David Winthrop
David Winthrop 2013-4-23
评论： Mohamed Selim 2013-10-10
I have a positive definite sparse array. When I do the chol like
L = chol(M,'lower')
M2 = (L)*(L.')
I find that M2 is not equal to M. I mean that all the elements are equal except 4. These elements are zero in M and -.7 on M2, and vis versa. In other words, M2 has two element pairs that have switched values. I thought M2 should equal M.
I need to solve
Ax = b
Ax = c
Ax = d
...
etc.
How can I use chol to do this efficiently? I have to use stock MATLAB functions.
  1 个评论
Mohamed Selim
Mohamed Selim 2013-10-10
chol function works only with Positive Definate and Symmetric square matrices.
Make sure that your matrix M is symmetric.
You can use "isequal(M , M')"
if you get "1" => M is Symmetric
If you get "0" => M is not Symmetric.

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