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 best method (or at >> least it tries to). I'd prefer if a 'logdet' function chose the best >> method (chol2logdet, qr2logdet, lu2logdet,...) by looking at some >> matrix characteristics. If this is possible then I'd doubt that the >> 'logdet' function would be a simple one-liner. >> >> > 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) b = 0.092340 0.076598 0.070842 0.046128 0.081549 matrix_type (A) ans = Positive Definite Octave both tracks and uses the positive definiteness of a matrix to accelerate its calculations. Note that before using the "\" operator you do know for sure that the matrix is positive definite as the test for a positive definite matrix is a low cost one and if the cholesky factorization fails the positive definite flag is removed and the matrix is treated with an LU decomposition. D. -- David Bateman [EMAIL PROTECTED] Motorola Labs - Paris +33 1 69 35 48 04 (Ph) Parc Les Algorithmes, Commune de St Aubin +33 6 72 01 06 33 (Mob) 91193 Gif-Sur-Yvette FRANCE +33 1 69 35 77 01 (Fax) The information contained in this communication has been classified as: [x] General Business Information [ ] Motorola Internal Use Only [ ] Motorola Confidential Proprietary ------------------------------------------------------------------------- This SF.net email is sponsored by the 2008 JavaOne(SM) Conference Don't miss this year's exciting event. There's still time to save $100. Use priority code J8TL2D2. http://ad.doubleclick.net/clk;198757673;13503038;p?http://java.sun.com/javaone _______________________________________________ Octave-dev mailing list Octave-dev@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/octave-dev
