unable to find cholesky factorization



Gabriele Belperio <gabriele_belperio at yahoo.it> writes:
> with wxmaxima 0.7.1 ubuntu hardy
> D:matrix([a,b],[b,c]);
> cholesky(D);
> Unable to find the Cholesky factorization -- an error.  To debug this
> try debugmode(true);
>
> even with
>
> assume(determinant(D)>0);
> cholesky(D);
> Unable to find Cholesky etc...
>
> but
>
> cholesky(transpose(D).D);
> Is  b^2+a^2  positive or zero?positive;
> result...
> which means cholesky symbolic works..

The Cholesky decomposition requires a Hermitian positive definite matrix
(see [1]). The last of your examples is, since it's symmetric, but the
others aren't known to be.

Rupert


[1] http://en.wikipedia.org/wiki/Cholesky_decomposition

PS: To other list members, sorry for the double post: I didn't notice
    the mails were duplicates until after approving them in the
    moderator queue.
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