From p.ribeiro@lancaster.ac.uk  Wed Feb  6 14:19:25 2002
From: p.ribeiro@lancaster.ac.uk (Paulo Justiniano Ribeiro Jr)
Date: Wed, 6 Feb 2002 14:19:25 +0000 (GMT)
Subject: [Rd] chol: test for symmetry
Message-ID: <Pine.GSO.4.21.0202061414270.3556-100000@unixb.lancs.ac.uk>

Hi
Considering that the description of chol says:
"Compute the Choleski factorization of a symmetric (Hermitian), positive
definite square matrix."

I was wondering whether it would be worth adding a check for the
symmetry of the matrix.
As it is now the function returns "something" for a non-symmetric matrix:

> chol(cbind(c(2,1.5,0),c(1.5,1.8,.2),c(0,0.5,1.5)))
         [,1]      [,2]      [,3]
[1,] 1.414214 1.0606602 0.0000000
[2,] 0.000000 0.8215838 0.6085806
[3,] 0.000000 0.0000000 1.0628404


Cheers
P.J


Paulo Justiniano Ribeiro Jr
Dept Maths & Stats  -  Fylde College
Lancaster University
Lancaster LA1 4YF   -  U.K.

e-mail: Paulo.Ribeiro@est.ufpr.br
http://www.maths.lancs.ac.uk/~ribeiro (english)
http://www.est.ufpr.br/~ribeiro (portugues)



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[Rd] chol: test for symmetry
Paulo Justiniano Ribeiro Jr