Sorry for the delay in responding. Mail delivery was stuck at R-Forge for a few days it seems.
On 21 July 2016 at 10:46, Jendoubi, Takoua wrote: | Dear all, | | I am using RcppArmadillo to deal with some matrix computations. Specifically I | need to cholesky factorization of some symmetric matrices. | | I am generating random vectors using Rcpp and using them to construct symmetric | matrices. | | I have an error stating that my matrix is not symmetric although it definitely | should be. Here is the example I am working with (in R): | | >x | [1] -1.6683320 -0.8597148 | >x%*%t(x) | [,1] [,2] | [1,] 2.783332 1.4342896 | [2,] 1.434290 0.7391095 | | Apparently, it is a rounding-off error. Is there any way to ensure that x%*%t | (x) gives an exactly symmetric matrix to use for cholesky factorization? I don't know of an automatic way. R surely has no native type for symmetric matrices (at least not at the SEXP level as it really only has vectors with dim attributes). I would probably start with some helper functions at the R or C++ level. Some may have better tricks... Dirk -- http://dirk.eddelbuettel.com | @eddelbuettel | e...@debian.org _______________________________________________ Rcpp-devel mailing list Rcpp-devel@lists.r-forge.r-project.org https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
