Hi Takoua, Are you sure the Cholesky decomposition was complaining about symmetry and not something else? In fact in your R example, the result *IS* a symmetric matrix. The two numbers are just displayed differently (the first column displays 6 digits, and the second column displays 7 digits), but the values in memory are the same. You can try
## A better way is m = tcrossprod(x) m = x %*% t(x) format(m, digits = 10) m[1, 2] == m[2, 1] to verify this. Best, Yixuan 2016-07-21 6:46 GMT-04:00 Jendoubi, Takoua <t.jendoub...@imperial.ac.uk>: > 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 | > > > > _______________________________________________ > Rcpp-devel mailing list > Rcpp-devel@lists.r-forge.r-project.org > https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel > -- Yixuan Qiu <yixuan....@cos.name> Department of Statistics, Purdue University
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