[SciPy-user] About cholesky funtion

li red redredliuyan at hotmail.com
Wed Aug 30 19:41:59 CDT 2006


Hi,
In my procedure, I use the cholesky(a) function in the scipy.linalg.decomp 
model. If the max number of row and column in matrix a is less equal 15, 
cholesky(a) is OK. But when the max number is larger than 15, there will 
have a error message:
 “File "C:\Python24\Lib\site-packages\scipy\linalg\decomp.py", line 413, 
in cholesky
    if info>0: raise LinAlgError, "matrix not positive definite"
scipy.linalg.basic.LinAlgError: matrix not positive definite”.
My matrix is a real symmetric matrix and positive definite, so I don’t 
know why the error emerges. Have there some limits on the number of row and 
column in a matrix?  the attachment is my code. Please give me your help.

Thanks!

Best wishes,

yan

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