[SciPy-user] bug in cho_factor?
Warren Weckesser
warren.weckesser@gmail....
Sat Jul 19 13:24:29 CDT 2008
Hi Emanuele,
On Sat, Jul 19, 2008 at 1:50 PM, Emanuele Olivetti <emanuele@relativita.com>
wrote:
> Thanks a lot for the explanation. I believe cho_factor's docstring
> should be updated in order to mention these facts. It is definitely
> unexpected that the result of the two decompositions are different
> and can cause problems like I had (a couple of hours spent). A
> clear "Warning" should fit. Consider that U,lower=cho_factor(A)
> outputs an U that does not satisfy A==N.dot(U.T,U) !!
I agree--the docstring description of the return matrix c is wrong.
c is a matrix whose upper or lower (depending on the parameter
lower) triangular part gives the Cholesky factor, but c itself is not
triangular.
> Do you know why cho_factor does not zeros out the matrix?
> Is it for performance reasons?
That would be my guess, and it makes sense (why zero out elements
that will be ignored by cho_solve()?), but you'd have to ask the author of
the
code to be sure.
Warren
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