[SciPy-user] howto construct matrix A: dot(A.T, A) is positive-definite

lorenzo bolla lbolla@gmail....
Fri Oct 5 09:07:31 CDT 2007


for every A, dot(A.T, A) is always semi positive definite.
it is strictly positive definite if it hasn't a zero eigenvalue.
make sure your A doesn't have a zero eigenvalue.
(if your A is sparse, as it seems, it could have at least one row or one
column filled with zeros, hence a zero eigenvalue).
hth,
L.


On 10/5/07, dmitrey <dmitrey.kroshko@scipy.org> wrote:
>
> hi all,
>
> howto construct matrix A of shape (m,n): dot(A.T, A) is positive-definite?
>
> I try to translate some matlab code (box-bounded linear least squares)
> to Python, and I constantly get
> "LinAlgError: Matrix is not positive definite -         Cholesky
> decomposition cannot be computed"
>
> Maybe it's because I comment those lines of using colmmd func (Sparse
> column    minimum degree permutation)-
> can it be the reason?
>
> Thank you in advance for your suggestions, D.
>
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