As I wrote in the first reply: in 0.3 the cholfact function returns the
LDLt when the matrix is symmetric but not positive definite, e.g.
julia> A = sprandn(5,5, 0.5);
julia> A = A + A';
julia> b = A*ones(5);
julia> cholfact(A)
CHOLMOD factor: : 5-by-5
scalar types: SuiteSparse_long, real, double
simplicial, LDL'.
ordering method used: AMD
0:4
1:3
2:0
3:1
4:2
col: 0 colcount: 3
col: 1 colcount: 3
col: 2 colcount: 3
col: 3 colcount: 2
col: 4 colcount: 1
monotonic: 1
nzmax 12.
col 0: nz 3 start 0 end 3 space 3 free 0:
0: -0.077417
1: 8.3137
3: -0.22451
col 1: nz 3 start 3 end 6 space 3 free 0:
1: 6.1217
3: -0.023604
4: 0.33154
col 2: nz 3 start 6 end 9 space 3 free 0:
2: -0.82878
3: -0.16901
4: 2.1383
col 3: nz 2 start 9 end 11 space 2 free 0:
3: 0.96632
4: -1.1466
col 4: nz 1 start 11 end 12 space 1 free 0:
4: 1.8461
nz 12 OK
julia> cholfact(A)\b
5-element Array{Float64,1}:
1.0
1.0
1.0
1.0
1.0
You do have CHOLMOD installed, but in 0.3 it is in a different module. Try
Base.LinAlg.CHOLMOD
2015-05-27 16:44 GMT-04:00 Eduardo Lenz <[email protected]>:
> Sorry for pointing a wrong julia version.
>
> The matrix is not posdef, so it gives me a (correct) warning and than my
> computations return NaN.
>
> I will take a deeper look, but I really cannot understand why I dont have
> CHOLMOD avaliable in a regular
> windows install.
>
> Thanks for your help Andreas !
>
>
> On Wednesday, May 27, 2015 at 5:37:53 PM UTC-3, Andreas Noack wrote:
>>
>> You are using 0.3.8 and not 0.4. Have you tried cholfact(A)?
>>
>> 2015-05-27 16:33 GMT-04:00 Eduardo Lenz <[email protected]>:
>>
>> Just to make it clear...
>>> _
>>> julia> versioninfo()
>>> Julia Version 0.3.8
>>> Commit 79599ad (2015-04-30 23:40 UTC)
>>> Platform Info:
>>> System: Windows (x86_64-w64-mingw32)
>>> CPU: Intel(R) Core(TM) i5-3320M CPU @ 2.60GHz
>>> WORD_SIZE: 64
>>> BLAS: libopenblas (USE64BITINT DYNAMIC_ARCH NO_AFFINITY Sandybridge)
>>> LAPACK: libopenblas
>>> LIBM: libopenlibm
>>> LLVM: libLLVM-3.3
>>>
>>> julia> Base.SparseMatrix.CHOLMOD
>>> ERROR: CHOLMOD not defined
>>>
>>>
>>>
>>> On Wednesday, May 27, 2015 at 3:25:46 PM UTC-3, Eduardo Lenz wrote:
>>>>
>>>> Funny... I dont have CHOLMOD installed...but I am using the official
>>>> windows installer.. I will try to make a fresh install.
>>>>
>>>> Thanks Andreas !
>>>>
>>>> On Wednesday, May 27, 2015 at 2:59:30 PM UTC-3, Andreas Noack wrote:
>>>>>
>>>>> What do you get when you type Base.SparseMatrix.CHOLMOD.ITypes in the
>>>>> terminal?
>>>>>
>>>>> 2015-05-27 13:56 GMT-04:00 Eduardo Lenz <[email protected]>:
>>>>>
>>>>>> Thanks Andreas.
>>>>>>
>>>>>> Indeed ... but I am using 0.4 with ldltfact and it is complaining
>>>>>> about the type of the matrix, which is OK.
>>>>>>
>>>>>> I am realy confused with this error.
>>>>>>
>>>>>>
>>>>>> On Wednesday, May 27, 2015 at 2:22:30 PM UTC-3, Andreas Noack wrote:
>>>>>>>
>>>>>>> In 0.3 the sparse LDLt and Cholesky factorizations are both in the
>>>>>>> cholfact function. If the matrix is symmetric, but not positive definite
>>>>>>> the result of cholfact will be an LDLt factorization. In 0.4 the
>>>>>>> factorizations have been split into cholfact and ldltfact.
>>>>>>>
>>>>>>> Den onsdag den 27. maj 2015 kl. 12.34.30 UTC-4 skrev Eduardo Lenz:
>>>>>>>>
>>>>>>>> Hi.
>>>>>>>>
>>>>>>>> I am trying to solve a linear system defined by a Symmetric sparse
>>>>>>>> matrix. The lufact is working well, but as the matrix is symmetric, I
>>>>>>>> intend to use ldltfact.
>>>>>>>>
>>>>>>>> Unfortunately, it is returning the following error:
>>>>>>>>
>>>>>>>> ERROR: `ldltfact` has no method matching
>>>>>>>> ldltfact(::SparseMatrixCSC{Float64,Int64})
>>>>>>>>
>>>>>>>> but my matrix is reported as
>>>>>>>>
>>>>>>>> typeof(A)
>>>>>>>> SparseMatrixCSC{Float64,Int64}.
>>>>>>>>
>>>>>>>> Is it an error or Im doing something wrong.
>>>>>>>>
>>>>>>>> Thanks,
>>>>>>>> Eduardo.
>>>>>>>>
>>>>>>>
>>>>>
>>
