[SciPy-dev] problem with linalg.cholesky?

[Stephen Walton]

Travis Oliphant wrote:

>Did they build their own version, or use the provided binary (which 
>links to the version of ATLAS that I have)?   I strongly suspect the 
>BLAS/LAPACK library, but I could be wrong.
>
Just as one datum, I'm seeing four test failures, including 
test_cholesky, on a Fedora Core 4 system with Absoft Fortran 9.0 on 
which I built ATLAS 3.7.11 myself.  Another Fedora Core 4 system with 
the distributed FC4 Extras atlas 3.6.0 binaries runs all tests without 
failures.  All systems have core version 1557, scipy version 1471.  
(Incidentally, gcc 4.0.2 appears not to build ATLAS 3.7.11.)

======================================================================
ERROR: check_random (scipy.linalg.decomp.test_decomp.test_cholesky)
----------------------------------------------------------------------
Traceback (most recent call last):
  File 
"/usr/lib/python2.4/site-packages/scipy/linalg/tests/test_decomp.py", 
line 283, in check_random
    c = cholesky(a)
  File "/usr/lib/python2.4/site-packages/scipy/linalg/decomp.py", line 
334, in cholesky
    if info>0: raise LinAlgError, "matrix not positive definite"
LinAlgError: matrix not positive definite

======================================================================
FAIL: check_double_integral 
(scipy.integrate.quadpack.test_quadpack.test_quad)
----------------------------------------------------------------------
Traceback (most recent call last):
  File 
"/usr/lib/python2.4/site-packages/scipy/integrate/tests/test_quadpack.py", 
line 95, in check_double_integral
    5/6.0 * (b**3.0-a**3.0))
  File 
"/usr/lib/python2.4/site-packages/scipy/integrate/tests/test_quadpack.py", 
line 11, in assert_quad
    assert err < errTol, (err, errTol)
AssertionError: (23403637477.367432, 1.4999999999999999e-08)

======================================================================
FAIL: check_triple_integral 
(scipy.integrate.quadpack.test_quadpack.test_quad)
----------------------------------------------------------------------
Traceback (most recent call last):
  File 
"/usr/lib/python2.4/site-packages/scipy/integrate/tests/test_quadpack.py", 
line 106, in check_triple_integral
    8/3.0 * (b**4.0 - a**4.0))
  File 
"/usr/lib/python2.4/site-packages/scipy/integrate/tests/test_quadpack.py", 
line 9, in assert_quad
    assert abs(value-tabledValue) < err, (value, tabledValue, err)
AssertionError: (4.2487097720268533e-21, 40.0, 1.5870895476678149e-21)

======================================================================
FAIL: check_sygv (scipy.lib.lapack.test_lapack.test_flapack_float)
----------------------------------------------------------------------
Traceback (most recent call last):
  File 
"/usr/lib/python2.4/site-packages/scipy/lib/lapack/tests/gesv_tests.py", 
line 15, in check_sygv
    assert_array_almost_equal(dot(a,v[:,i]),w[i]*dot(b,v[:,i]),self.decimal)
  File "/usr/lib/python2.4/site-packages/scipy/test/testing.py", line 
758, in assert_array_almost_equal
    assert cond,\
AssertionError:
Arrays are not almost equal (mismatch 100.0%):
        Array 1: [      nan       nan       nan]
        Array 2: [      nan       nan       nan]