| Re: [eigen] Another LDLt issue |
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Another LDLt issue
- From: Benoit Jacob <jacob.benoit.1@xxxxxxxxx>
- Date: Mon, 30 Mar 2009 14:30:30 +0200
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This is interesting. Indeed it seems that this works for all
self-adjoint matrices. I'll try to have a look at it.
Cheers,
Benoit
2009/3/29 <w.h.greene@xxxxxxxxx>:
> I just finished reading a long recent thread on some issues with LDLt.
>
> In some numerical experiments I was doing today, I've come across a
> related issue. It appears that the current implementation of LDLt requires
> that the matrix be positive definite. This is not strictly necessary for
> the LDLt factorization to succeed. It is necessary only that the diagonal
> term not be zero during factorization. A negative diagonal term is not,
> by itself, a problem.
>
> From reading the previous posts, it appears that a main reason for the
> LDLt implementation compared with LLt was to avoid the performance
> penalty of a square root. In fact, I think the main benefit of LDLt is that
> it can factor both negative- and positive-definite symmetric matrices.
> (As an aside, these routinely occur in dynamic analysis of mechanical
> systems)
>
> I suggest the test in the LDLt factorization routine be changed to
> check that abs(diag_term) > eps.
>
> Bill Greene