Thanks for your reply. I am sorry and I am bit hurried up to say before doing a proper due diligence, I have found out that during the optimization the variables tend to vary the values of the matrix , the function report error at some point (in particular iteration step) when the matrix become non-decomposable due to not a positive definiteness. This I observed when I change the maximum iteration of the optim function set to 1 and upto iteration no. 3 it runs , it stuck at iteration 4 and above.
Now, I am trying to find ways to escalate such a condition inside the function during the iteration process and if possible please help me to do that. Regards, B.Nataraj -----Original Message----- From: Bert Gunter [mailto:gunter.ber...@gene.com] Sent: Friday, June 15, 2012 1:51 PM To: Nataraj B (ORLL-Biotech) Cc: r-help@r-project.org Subject: Re: [R] Cholesky decomposition error 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 ______________________________________________ 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.
