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https://issues.apache.org/jira/browse/MATH-274?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12716402#action_12716402
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Manuel Rossetti commented on MATH-274:
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Luc,
Thanks for fixing the error.
You are missing my point. You should provide the user the opportunity
to check the condition, rather than having to rely on exceptions. The
client can make the decision whether it is a waste or not.
And, we will agree to disagree on how the library is using exceptions.
Regards,
Manuel
-----------------------------------------------------
Manuel D. Rossetti, Ph.D., P.E.
Associate Professor of Industrial Engineering
University of Arkansas
Department of Industrial Engineering
4207 Bell Engineering Center
Fayetteville, AR 72701
Phone: (479) 575-6756
Fax: (479) 575-8431
email: [email protected]
www: www.uark.edu/~rossetti
> testing for symmetric positive definite matrix in CholeskyDecomposition
> -----------------------------------------------------------------------
>
> 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
> Assignee: Luc Maisonobe
> 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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