testing for symmetric positive definite matrix in CholeskyDecomposition
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Key: MATH-274
URL: https://issues.apache.org/jira/browse/MATH-274
Project: Commons Math
Issue Type: Bug
Affects Versions: 2.0
Environment: Mac OS X, NetBeans
Reporter: Manuel Rossetti
Priority: Minor
Fix For: 2.0
I used this matrix:
double[][] cv = {
{0.40434286, 0.09376327, 0.30328980, 0.04909388},
{0.09376327, 0.10400408, 0.07137959, 0.04762857},
{0.30328980, 0.07137959, 0.30458776, 0.04882449},
{0.04909388, 0.04762857, 0.04882449, 0.07543265}
};
And it works fine, because it is symmetric positive definite
I tried this matrix:
double[][] cv = {
{0.40434286, -0.09376327, 0.30328980, 0.04909388},
{-0.09376327, 0.10400408, 0.07137959, 0.04762857},
{0.30328980, 0.07137959, 0.30458776, 0.04882449},
{0.04909388, 0.04762857, 0.04882449, 0.07543265}
};
And it should throw an exception but it does not. I tested the matrix in R and
R's cholesky decomposition method returns that the matrix is not symmetric
positive definite.
Obviously your code is not catching this appropriately.
By the way (in my opinion) the use of exceptions to check these conditions is
not the best design or use for exceptions. If you are going to force the use
to try and catch these exceptions at least provide methods to test the
conditions prior to the possibility of the exception.
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