Dear all,
I am using RcppArmadillo to deal with some matrix computations. Specifically I
need to cholesky factorization of some symmetric matrices.
I am generating random vectors using Rcpp and using them to construct symmetric
matrices.
I have an error stating that my matrix is not symmetric although it definitely
should be. Here is the example I am working with (in R):
>x
[1] -1.6683320 -0.8597148
>x%*%t(x)
[,1] [,2]
[1,] 2.783332 1.4342896
[2,] 1.434290 0.7391095
Apparently, it is a rounding-off error. Is there any way to ensure that
x%*%t(x) gives an exactly symmetric matrix to use for cholesky factorization?
I tried symmatu and symmatl but the error is still there.
Thanks,
Best,
Takoua Jendoubi
PhD student
School of Public Health & Department of Surgery and Cancer
Main address :
Imperial College London | Room 171 | St Mary's Campus | Norfolk Place | London
| W2 1PG |
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