chol fails on Hermitian positive definite matrix?

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Marco Duarte
Marco Duarte 2019 年 5 月 19 日
コメント済み: Christine Tobler 2019 年 5 月 22 日
I get the following code output on the attached matrix:
K>> max(max(abs(A-A')))
ans =
0
K>> min(eig(A))
ans =
0.0900
K>> chol(A)
Error using chol
Matrix must be positive definite.

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Christine Tobler
Christine Tobler 2019 年 5 月 20 日
That is astonishing. The matrix is not badly conditioned, I would expect CHOL to work fine here.
I tried on my machine and didn't get an error message from CHOL, so this seems related to your version or machine. Could you tell me what MATLAB version and what OS you're using?
  2 件のコメント
Marco Duarte
Marco Duarte 2019 年 5 月 20 日
K>> version
ans =
8.3.0.532 (R2014a)
OS is MacOS High Sierra 10.13.6
I tried the same operation with a newer version of Matlab (2018b) and chol(A) works. So it seems to be specific to R2014a.
Christine Tobler
Christine Tobler 2019 年 5 月 22 日
I could reproduce this bug for MATLAB R2014a on a Mac. The bug did not appear on MATLAB R2014b on that Mac, and neither did it happen on MATLAB R2014a on Linux. This seems to be a version and OS-specific bug.

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