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"CHOL" function inconsistent results?
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Hi,
I'm trying to perform Cholesky decomposition for Matrix 'A' (size 3652x3652), when I use:
isequal(A,A')
I get '1' as answer, so it is symmetric.
When I use:
[L,p] = chol(A)
I get p = 0 , so it is Positive Definite, & 'L' is Upper triangle matrix (size 3652x3652),
But when I use:
[L,p] = chol(A, 'lower')
I get p = 190 !! , and 'L' is Lower triangle matrix (size 189x189) !!,
I am confused, is 'A' Positive definite or not??
I know that chol(A, 'lower') will analyze the lower triangle of 'A', and chol(A, 'upper') will analyze the upper triangle of 'A',
but since 'A' is Symmetric so the upper triangle is the same as the lower triangle (Am I right?).
Any suggestions??
Thanks
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