|Re: [eigen] Another LDLt issue|
[ Thread Index |
| More lists.tuxfamily.org/eigen Archives
- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Another LDLt issue
- From: Benoit Jacob <jacob.benoit.1@xxxxxxxxx>
- Date: Mon, 30 Mar 2009 20:47:55 +0200
- Dkim-signature: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:mime-version:received:in-reply-to:references :date:message-id:subject:from:to:content-type :content-transfer-encoding; bh=yIrt6JZvrlUx1iute8T86vkWGvlZgOuALMxvA0l2bxI=; b=ptQIeIU7Tmrw+JGw6QqPhtDNfhF24GE1JPTRloG1GjfSMR+OY17mN3jP5h+y3v0qcf 5cUVMHXNS48O5gkafnRf71yhirTBn8aMehIC6A1DutmoPWKKKCKThS1zCrY/lsfJU3/Y 4quLqA7jwX4xnvc34ObpoqK4Yu6zrnqiXzm+Q=
- Domainkey-signature: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=mime-version:in-reply-to:references:date:message-id:subject:from:to :content-type:content-transfer-encoding; b=ZDUEe+ecT90AWqilpl4KdAQYCCFd/bewfQDrt2dwkwqk3xW6gdeTU+eMCLe0RNEv1j 8w+FlvwTZRgSAQ9lC52QE1Zl89p22Od+IdTvEq7NsDgRhJAU78fwv6nJPj8n3pRCbW6V gLgQfizuRJGuLn3lkYrVMYJvrPNsxNugP7lR8=
2009/3/30 Bill Greene <w.h.greene@xxxxxxxxx>:
> Just a couple of notes.
>>No, I was still thinking about this 2x2 example,
> 1 0
>>that matrix is nonsingular and selfadjoint, yet its diagonal is 0.
> Yes, but pivoting *will* allow this matrix to be factored. When I say
> "pivoting" here I mean changing the order of the variables. Perhaps
> you mean partial pivoting?
But what kind of pivoting are we talking about? In the context of
LDLt, i was talking about diagonal pivoting aka
P L D Lt Pt
where P is a permutation matrix.
Since you apply P on the left and then its transpose on the right, you
are permuting diagonal coefficients with each other, so if all the
diagonal was 0, it remains 0.
>>Our LDLt does the same.
> No, I don't think so. dsytrf succeeds for the negative definite case
> and Eigen::LDLt simply stops. It isn't the pivoting that allows dsytrf
> to proceed-- at least in my example-- it just doesn't consider a negative
> diagonal term to be an error. I can produce a small test case if that
> would be helpful?
Please, I would like to know what result DSYTRF produces for the matrix