Follow the posting guide,please: I believe at this point we need
reproducible code and your data to provide you help. See ?dput to post
your matrix.

-- Bert

On Thu, Jun 14, 2012 at 11:30 PM,  <nata...@orchidpharma.com> wrote:
>
> Thanks for your reply. To my surprise I can find one more strange behavior of 
>  my 15X15 matrix "A", that is if I call the function  chol(A) in the terminal 
> it decompose the matrix fine without any errors or warnings.
> But if I call the function chol() within a function, which I have written in 
> order to call the function (contains formula) for optimization routine 
> "optim()" and also supplied with the same matrix "A" as argument, the error 
> mentioned
>
>> Error in chol.default(M_cov) :
>>  the leading minor of order 10 is not positive definite
>
> is surfaced during the function call by optim.
>
> Why the matrix fulfill the symmetric and positive definite for chol() in one 
> case but fails in other case when the function chol() is called in other 
> function ?
>
> I played around parameters of "optim" function but nothing seems to be 
> working and I am confused and I am looking for some hints to introspect the 
> problem further.
>
> Regards,
> B.Nataraj
>
>
>
>
>
> -----Original Message-----
> From: Bert Gunter [mailto:gunter.ber...@gene.com]
> Sent: Thursday, June 14, 2012 6:18 PM
> To: Nataraj B (ORLL-Biotech)
> Cc: r-help@r-project.org
> Subject: Re: [R] Cholesky decomposition error
>
> Your matrix is not symmetric, positive definite. If you don't know
> what this means, you shouldn't be using chol()
>
> This may be because it isn't to begin with, or due to numerical error,
> it doesn't behave as one in the decomposition. My relative ignorance
> of numeric methods for linear algebra prevents me from saying more
> than that.
>
> -- Bert
>
> On Thu, Jun 14, 2012 at 4:23 AM,  <nata...@orchidpharma.com> wrote:
>> Dear friends,
>>
>> When I do Cholesky decomposition for a 15x15 matrix using the function 
>> chol(), I get the following error for which I do not understand the meaning 
>> of the error
>>
>> Error in chol.default(M_cov) :
>>  the leading minor of order 10 is not positive definite
>>
>> When I searched online for similar error reported earlier I could get few 
>> hits but not of much help to resolve my error and one post suggested to use 
>> different function called sechol() from accuracy package but that did not 
>> work and it leads to different errors. So I want to stick to function chol() 
>> itself.
>>
>> Could you please help me to find where things are going wrong in my matrix?
>>
>>
>> Thanks and regards,
>> B.Natarj
>>
>> ______________________________________________
>> R-help@r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
>
>
> --
>
> Bert Gunter
> Genentech Nonclinical Biostatistics
>
> Internal Contact Info:
> Phone: 467-7374
> Website:
> http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
>
>



-- 

Bert Gunter
Genentech Nonclinical Biostatistics

Internal Contact Info:
Phone: 467-7374
Website:
http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm

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