[Scipy-tickets] [SciPy] #1591: Cholesky decomposition - are elements in the 'other' triangle ignored?

SciPy Trac scipy-tickets@scipy....
Thu Feb 2 08:22:34 CST 2012


#1591: Cholesky decomposition - are elements in the 'other' triangle ignored?
--------------------------+-------------------------------------------------
 Reporter:  jsanders      |       Owner:  somebody   
     Type:  enhancement   |      Status:  new        
 Priority:  normal        |   Milestone:  Unscheduled
Component:  scipy.linalg  |     Version:  devel      
 Keywords:  cholesky      |  
--------------------------+-------------------------------------------------
 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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