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From: "Bruno Luong" <b.luong@fogale.findmycountry>
Newsgroups: comp.soft-sys.matlab
Subject: Re: factorize singular symmetric matrix
Date: Tue, 29 Sep 2009 16:01:24 +0000 (UTC)
Organization: FOGALE nanotech
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"Stefano " <s.mangione@gmail.com> wrote in message <h9tabe$2e$1@fred.mathworks.com>...
> I assumed that there were no zeros on the diagonal... substitute that line with:
> 
> [L,p]=chol(A+tol^2*eye(M));
> 

The problem is not the diagonal, the problem is cholesky is unable to estimate in reliable way the rank of the matrix. Another example:

 A=[1 4 4;
      4 20 20;
      4 20 20]

This matrix has rank = 2.

Bruno