Fredrik Lingvall wrote:
I don't know the numerical details of the different methods (e.g.
chol2logdet vs. qr2logdet). In a similar way, I don't know if I should
invert a matrix using SVD or QR. I really love that when I compute the
inverse of a matrix using 'inv', Octave chooses the
David Bateman wrote:
Yes that would be preferable but I don't think Octave (3.0.0) keeps
track of if the matrix is symmetric (pos def), at least a test I did
with for example,
A = diag(1:4,1) + 10*eye(5) + diag(1:4,-1);
matrix_type (A)
ans = Positive Definite
b = A \ ones(5,1)
