OK, I see.
It is really using the LDLt, I will try to find why it is returning the
NaNs for my matrix.
Thank you very much for your time and knowledge
On Wednesday, May 27, 2015 at 5:54:20 PM UTC-3, Andreas Noack wrote:
>
> 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]
> <javascript:>>:
>
>> 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.
>>>>>>>>>
>>>>>>>>
>>>>>>
>>>
>
