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

Dominique Orban dominique.orban@gmail....
Mon Jan 7 11:48:44 CST 2008


On 1/5/08, Emanuele Olivetti <emanuele@relativita.com> wrote:
> 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?

Could you provide a small example?

Dominique


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