chol fails on Hermitian positive definite matrix?
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Marco Duarte
on 19 May 2019
Commented: Christine Tobler
on 22 May 2019
I get the following code output on the attached matrix:
K>> max(max(abs(A-A')))
ans =
0
K>> min(eig(A))
ans =
0.0900
K>> chol(A)
Error using chol
Matrix must be positive definite.
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Accepted Answer
Christine Tobler
on 20 May 2019
That is astonishing. The matrix is not badly conditioned, I would expect CHOL to work fine here.
I tried on my machine and didn't get an error message from CHOL, so this seems related to your version or machine. Could you tell me what MATLAB version and what OS you're using?
2 Comments
Christine Tobler
on 22 May 2019
I could reproduce this bug for MATLAB R2014a on a Mac. The bug did not appear on MATLAB R2014b on that Mac, and neither did it happen on MATLAB R2014a on Linux. This seems to be a version and OS-specific bug.
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