[SciPy-user] howto construct matrix A: dot(A.T, A) is positive-definite
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).
On 10/5/07, dmitrey <firstname.lastname@example.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.
> SciPy-user mailing list
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