My understanding is that a Cholesky decomposition should work on any square,
positive definite matrix. I am encountering an issue where chol() fails and
give the error: "the leading minor of order 3 is not positive definite"
This occurs on multiple machines and version of R.
Here is a minimal
EIwLveBpn4R4Q=1NN3MX73Jjmlphkfkm-NlTB-XWOrrMMN3zOGzX3y0RE=>
On Tue, Nov 13, 2018 at 7:30 AM, Hoffman, Gabriel
mailto:gabriel.hoff...@mssm.edu>> wrote:
My understanding is that a Cholesky decomposition should work on any square,
positive definite matrix. I am encountering an issue where
I am developing a statistical model and I have a prototype working in R code.
I make extensive use of sparse matrices, so the R code is pretty fast, but
hoped that using RCppEigen to evaluate the log-likelihood function could avoid
a lot of memory copying and be substantially faster. However,
I am having an issue with the XML package failing on a basic function. This
makes packages that depend on this function also fail:
> library(XML)
> newXMLNode("bob")
I/O error : flush error
I can’t find any reference to the error online
> sessionInfo()
R version 3.6.0 (2019-04-26)
Platform:
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