[SciPy-User] qr decompostion gives negative q, r ?
Wed Nov 21 08:15:15 CST 2012
On 21.11.2012 14:22, Alejandro Weinstein wrote:
> On Wed, Nov 21, 2012 at 1:34 AM, Virgil Stokes <firstname.lastname@example.org
> <mailto:email@example.com>> wrote:
> But, again, it is an issue for the algorithm given in Table 3 (p.
> 2248 of paper). Look at step 8. and equation (30).
> I see no Table 3, nor page 2248 in the paper you attached. Which paper
> are you talking about?
I think what he means is that in equation 22 (page 2591) S must be PD,
and thus R = S' must be PD as well. Which (AFAIK) must be an error in
the paper. Too bad referees didn't catch it.
They should have used Cholesky of P as S. So instead of the second
equation in section IV which states that S = R', equation (6) should
Cholesky factorize P to obtain S. And thus S would be PD for equation
22. In conclusion, there is an error in the paper which was silenced by
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