[SciPy-user] differences between numpy.linalg.cholesky and scipy.linalg.cholesky?

Emanuele Olivetti emanuele@relativita....
Sat Jan 5 09:36:17 CST 2008


I'm using cholesky decomposition a lot and trying both
numpy.linalgcholesky and scipy.linalg.cholesky on
hearmitean positive definite matrix. Sometimes I
get  """<class 'numpy.linalg.linalg.LinAlgError'>:
Matrix is not positive definite -        
Cholesky decomposition cannot be computed"""
when using numpy's cholesky. No problems with
scipy's cholesky. Why?

Thanks in advance,

Emanuele



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