[SciPy-User] qr decompostion gives negative q, r ?

Sturla Molden sturla@molden...
Wed Nov 21 09:25:26 CST 2012


On 21.11.2012 16:14, Sturla Molden wrote:
> On 21.11.2012 16:01, Virgil Stokes wrote:
>
>> I am referring to the following paper:
>> Arasaratnam, I. and Haykin, S. (2011) Cubature Kalman Smoothers.
>> /Automatica/ *47*, pp. 2245-2250.
>
> Not the one you attached, and sorry I don't have it.

Ok, found it.

It basically has the same error as I pointed out.

It needs a PD lower triangular matrix, which is not returned by QR but 
Cholesky.



Sturla






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