Hello,
I am a new user to Maxima, and apologize in advance if my question is newbie in nature and has been answered elsewhere (I did check the mailing list archives first though...). Basically, I want to get the Cholesky factorization of a very simple 3x3 correlation matrix as a test of some simple functionality. So, I start off with the following:
(%i1) load(linearalgebra);
functions;
(%o1) C:/PROGRA~1/MAXIMA~1.0-2/share/maxima/5.28.0-2/share/linearalgebra/linearalgebra.mac
(%o2) [require_integer(i,pos,fn),require_symbol(x,pos,fn),request_rational_matrix(m,pos,fn),dotproduct(a,b),
nullspace(m),nullity(m),orthogonal_complement([v]),locate_matrix_entry(m,r1,c1,r2,c2,fn,rel),columnspace(a),
linalg_rank(m),rowswap(m,i,j),columnswap(m,i,j),rowop(m,i,j,theta),columnop(m,i,j,theta),hipow_gzero(e,x),good_pivot(e,x),
ptriangularize(m,v),ptriangularize_with_proviso(m,v),column_reduce(m,i,x),mat_norm(m,p),mat_fullunblocker(m),
mat_unblocker(m),mat_trace(m),kronecker_product(a,b),diag_matrix([d]),hilbert_matrix(n),hankel([q]),toeplitz([q]),
polytocompanion(p,x),moore_penrose_pseudoinverse(m)]
(%i1) load(linalgcholesky);
functions;
(%o1) C:/PROGRA~1/MAXIMA~1.0-2/share/maxima/5.28.0-2/share/linearalgebra/linalgcholesky.lisp
(%o2) [require_integer(i,pos,fn),require_symbol(x,pos,fn),request_rational_matrix(m,pos,fn),dotproduct(a,b),
nullspace(m),nullity(m),orthogonal_complement([v]),locate_matrix_entry(m,r1,c1,r2,c2,fn,rel),columnspace(a),
linalg_rank(m),rowswap(m,i,j),columnswap(m,i,j),rowop(m,i,j,theta),columnop(m,i,j,theta),hipow_gzero(e,x),good_pivot(e,x),
ptriangularize(m,v),ptriangularize_with_proviso(m,v),column_reduce(m,i,x),mat_norm(m,p),mat_fullunblocker(m),
mat_unblocker(m),mat_trace(m),kronecker_product(a,b),diag_matrix([d]),hilbert_matrix(n),hankel([q]),toeplitz([q]),
polytocompanion(p,x),moore_penrose_pseudoinverse(m)]
So, as you can see, the cholesky function is not loaded. This is confirmed by the simple example I introduced above:
(%i3) cholesky(matrix([1, p12, p13], [p12, 1, p23], [p13, p23, 1]));
Unable to find the Cholesky factorization
-- an error. To debug this try: debugmode(true);
I must suspect that I've missed some very simple thing here, and would appreciate guidance from the list.
Thanks, and best regards,
Mark Kust
________________________________
This email is subject to a disclaimer, please click on the following link or cut and paste the link into the address bar of your browser.
https://www.wellsfargo.com/com/disclaimer/wfd