[SciPy-user] About cholesky funtion
robert.kern at gmail.com
Wed Aug 30 19:53:58 CDT 2006
li red wrote:
> 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
Your 20x20 matrix is not positive definite.
In : numpy.linalg.eigvals(numpy.array(r2))
array([ 7.72597025e+00, 3.54906260e+00, 2.48954386e+00,
2.02734388e+00, 1.35138284e+00, 8.68691981e-01,
5.44877668e-01, 5.97051355e-01, 3.35814212e-01,
2.38247257e-01, 1.40268138e-01, 1.15689284e-01,
1.60566735e-02, 1.08883148e-08, 8.16773522e-09,
-9.54799978e-09, -3.75866766e-09, -1.92201032e-09,
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