|Re: [eigen] Positive Definitenes?|
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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?