[Tutor] About cholesky funtion
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redredliuyan at hotmail.com
Wed Aug 30 05:44:45 CEST 2006
Hi,
In my procedure, I use the cholesky(a) function in the scipy.linalg.decomp
model. If the max number of row and column in matrix a is less equal 15,
cholesky(a) is OK. But when the max number is larger than 15, there will
have a error message:
¡°File "C:\Python24\Lib\site-packages\scipy\linalg\decomp.py", line 413,
in cholesky
if info>0: raise LinAlgError, "matrix not positive definite"
scipy.linalg.basic.LinAlgError: matrix not positive definite¡±.
My matrix is a real symmetric matrix and positive definite, so I don¡¯t
know why the error emerges. Have there some limits on the number of row and
column in a matrix? Please give me your help.
Thanks!
Best wishes,
yan
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