[SciPy-user] differences between numpy.linalg.cholesky and scipy.linalg.cholesky?
Emanuele Olivetti
emanuele at relativita.com
Sat Jan 5 10:36:17 EST 2008
I'm using cholesky decomposition a lot and trying both
numpy.linalgcholesky and scipy.linalg.cholesky on
hearmitean positive definite matrix. Sometimes I
get """<class 'numpy.linalg.linalg.LinAlgError'>:
Matrix is not positive definite -
Cholesky decomposition cannot be computed"""
when using numpy's cholesky. No problems with
scipy's cholesky. Why?
Thanks in advance,
Emanuele
More information about the SciPy-User
mailing list