Re: chol() dimnames

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Subject: Re: chol() dimnames
From: Jonathan Rougier (J.C.Rougier@durham.ac.uk)
Date: Mon 27 Sep 1999 - 22:10:26 EST


Message-ID: <Pine.GSO.3.96.990927130308.382J-100000@laplace>

Hi Peter,

> However: Somewhere in the back of my mind lies a note to the effect
> that chol() should really handle the rank-deficient cases better, via
> some sort of pivoting.

I agree completely. I have an ugly patch to catch the case where zeros
appear on the diagonal but a pivoting flag to handle the semi-definite
case and more generally to improve the performance of the algorithm would
be a big help.

Cheers, Jonathan.

Jonathan Rougier Science Laboratories
Department of Mathematical Sciences South Road
University of Durham Durham DH1 3LE

"[B]egin upon the precept ... that the things we see are to be
 weighed in the scale with what we know" (Meredith, 1879, The Egoist)

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