[SciPy-dev] problem with linalg.cholesky?
Travis Oliphant
oliphant.travis at ieee.org
Fri Dec 2 09:56:45 CST 2005
Andrew Jaffe wrote:
>Hi All,
>
>OK, drilling down a bit further... The problem lies in the use of
>scipy.transpose() in _castCopyAndTranspose, since transpose() makes a
>contiguous, non-Fortran array into a non-contiguous fortran array (since
>it appears that at present it doesn't copy, just makes a new view). One
>solution is just to actually copy the array. The other function,
>_fastCopyAndTranspose(), seems to work fine in this situation, but I'm
>not sure how and why this differs from _castCopyAndTranspose (in
>particular, it doesn't seem to set the Fortran flag).
>
>[However, the cholesky decomposition only makes sense for a symmetric
>(or Hermitian) array, so, if we're not changing the type, for real
>matrices really all we need to do is the cast and copy; for complex
>matrices we need to transpose (not hermitian conjugate since we really
>want to change the ordering), but this is equivalent to just taking the
>complex conjugate of every element, which must be faster than copying.
>If we are changing the type, I assume the speed difference isn't as
>important.]
>
>Any ideas on what the best change(s) would be?
>
>
>
The problem with making changes based on what's been posted so far is
that the code works for other platforms. If this is a problem with OS
X, is this a problem for just your installation or does everybody else
see it.
I have not seen enough data to know. One strong possibility is that
the error is in the lapack_lite and most people are using the optimized
lapack. We should definitely check that direction.
-Travis
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