[SciPy-dev] lobpcg: removed symeig dependence

[Nils Wagner]

On Tue, 08 Apr 2008 17:58:21 +0200
  Robert Cimrman <cimrman3 at ntc.zcu.cz> wrote:
> Hi Nils,
> 
> Nils Wagner wrote:
>> Oops, I forgot to ask for the possibbility of handling 
>> Hermitian matrices within lobpcg
>> 
>> http://projects.scipy.org/scipy/scipy/ticket/452
> 
> Can you write a (failing) test case for this? You could 
>also help by 
> detecting the places in lobpcg.py causing it not to 
>work, if you can.
> 
> cheers,
> r.
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The attached script fails

Traceback (most recent call last):
   File "test_hermitian.py", line 22, in ?
     eigs,vecs, resnh = lobpcg(X,A,residualTolerance = 
1e-6, maxIterations =500, retResidualNormsHistory=1)
   File 
"/usr/lib/python2.4/site-packages/scipy/sparse/linalg/eigen/lobpcg/lobpcg.py", 
line 384, in lobpcg
     aux = b_orthonormalize( B, activeBlockVectorR )
   File 
"/usr/lib/python2.4/site-packages/scipy/sparse/linalg/eigen/lobpcg/lobpcg.py", 
line 130, in b_orthonormalize
     gramVBV = sla.cholesky( gramVBV )
   File 
"/usr/lib/python2.4/site-packages/scipy/linalg/decomp.py", 
line 898, in cholesky
     if info>0: raise LinAlgError, "matrix not positive 
definite"
numpy.linalg.linalg.LinAlgError: matrix not positive 
definite

But for what reason ?

Nils
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