[Scipy-tickets] [SciPy] #1591: Cholesky decomposition - are elements in the 'other' triangle ignored?
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Thu Feb 2 08:22:34 CST 2012
#1591: Cholesky decomposition - are elements in the 'other' triangle ignored?
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Reporter: jsanders | Owner: somebody
Type: enhancement | Status: new
Priority: normal | Milestone: Unscheduled
Component: scipy.linalg | Version: devel
Keywords: cholesky |
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As far as I can see, in scipy.linalg.cholesky and related functions, if
lower==True, then only elements from the lower triangle of the input
matrix are used in the calculation, and similarly if lower==False, only
upper elements are used (though maybe it depends on the version of
LAPACK?), but this does not seem to be documented.
If this is the case, then shouldn't the functions only check that the
relevant elements are finite? Then it would be possible to create a
matrix using numpy.empty and only fill in the relevant elements before
doing a Cholesky decomposition, whereas now it is necessary to zero the
others to prevent a possible "ValueError: array must not contain infs or
NaNs".
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Ticket URL: <http://projects.scipy.org/scipy/ticket/1591>
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