From J.C.Rougier@durham.ac.uk  Mon Sep 27 13:10:26 1999
From: J.C.Rougier@durham.ac.uk (Jonathan Rougier)
Date: Mon, 27 Sep 1999 13:10:26 +0100 (BST)
Subject: chol() dimnames
In-Reply-To: <x2905s8st3.fsf@blueberry.kubism.ku.dk>
Message-ID: <Pine.GSO.3.96.990927130308.382J-100000@laplace>

Hi Peter,

> However: Somewhere in the back of my mind lies a note to the effect
> that chol() should really handle the rank-deficient cases better, via
> some sort of pivoting.

I agree completely.  I have an ugly patch to catch the case where zeros
appear on the diagonal but a pivoting flag to handle the semi-definite
case and more generally to improve the performance of the algorithm would
be a big help.

Cheers, Jonathan.

Jonathan Rougier                       Science Laboratories
Department of Mathematical Sciences    South Road
University of Durham                   Durham DH1 3LE

"[B]egin upon the precept ... that the things we see are to be 
 weighed in the scale with what we know"  (Meredith, 1879, The Egoist)

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chol() dimnames
Jonathan Rougier