| Re: [eigen] Positive Definitenes? |
[ Thread Index |
Date Index
| More lists.tuxfamily.org/eigen Archives
]
- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] Positive Definitenes?
- From: Benoit Jacob <jacob.benoit.1@xxxxxxxxx>
- Date: Tue, 2 Mar 2010 13:27:46 -0500
- 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; bh=UT90cd5664dzcOWr25kkGRkwoRbNLpWUD7mHxmCaf5Y=; b=eNZ24gof2ZCZl3xp0u3pln0LSORJ/QoaXEsMPchNH67Xi0zgSvYC8sW+T5yazxJceR CALtOfe2UgMwf2e8lQZX7eLRhKvnqOw0F0GB9Whlsv1PMA8pFFFbx9p0o+tTUIxzBaiF 4XhpVY50ijBheBnrl6vLZRyTtWYrU09sMT4yA=
- 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; b=PY9/FLvZxmL7jnXrkFCDny1XEn2uNRBZx8m0hCluxyTygqUJjS5p7ZC8TCdCHWS8pF 0/lKG0zeY4650xeqYYedRMBlv3cXmZlgEZ4B2k+wyQVrM+dFoD29THxUYtSdPHMdfPzd pPaViQJXm1HjHDnCplalE3v5LmR/Mxd1k8CSI=
2010/3/2 Cyril Flaig <cflaig@xxxxxxxxxxx>:
> Hello
>
> On 2010-03-02 18:12, Benoit Jacob wrote:
>> Then it might be possible to do something more efficient with LDLt but
>> i don't know how numerically stable that would be: this is not, in
>> principle, a rank-revealing decomposition, and while it allows to get
>> the determinant, the determinant is not always the right invertibility
>> check for all situations.
>
> The Cholesky decomposition works only if the matrix is positive
> definite. If the decomposition fails then eigen sets a
> m_isPositiveDefinite to false, doesn't it?
>
> Or is this deprecated and not used in the new version?
This is deprecated indeed.
>
> -cyril
>
>
>