On 2012-10-30, Jason Grout <jason-s...@creativetrax.com> wrote: > On 10/30/12 6:34 AM, Dima Pasechnik wrote: >> On 2012-10-29, Raniere Gaia Silva <r.gaia...@gmail.com> wrote: >>> Hi, >>> I need to performe a (numerical) cholesky factorization of a sparse >>> matrix (20x20) but I'm getting a error. >> >> the error message is clear: there is no implementation for RDF matrices, >> only for exact matrices. So you can do this for QQ, for instance. >> >> This is of course a deficiency in Sage matrices. There are Cholesky >> implementations available for RDF matrices from numpy, for instance, >> it's just absense of proper hooks in Sage. >> You can do the following as a workaround: >> >> sage: import numpy as np >> sage: D = matrix(RDF, 2, 2, [[1, 1],[1,2]]) >> sage: np.linalg.cholesky(D.numpy()) >> array([[ 1., 0.], >> [ 1., 1.]]) >> sage: >> >> you can get Sage matrix out of it, too: >> sage: L=matrix(np.linalg.cholesky(D.numpy())); L >> [1.0 0.0] >> [1.0 1.0] >> >> HTH, >> Dmitrii >> >> > > I think the point was that cholesky was not implemented for *sparse* > matrices. Dense RDF matrices in Sage do have cholesky implemented (and > that calls scipy). ok, I might have misread the post in question.
> > Of course, converting sparse to dense RDF and using cholesky on the > dense matrix works if the matrix is small enough. Scipy had some > interest in adding sparse cholesky [1], but it seems that nothing came > of it. > > On the other hand, it would be cool if we wrapped something like CHOLMOD > [2] to compute sparse cholesky decompositions. Even cooler would be > supporting the SuiteSparse package [3] and its various algorithms. > Sparse matrices in Sage need some attention. cvxopt bundles and wraps SuiteSparce. More precisely: cholmod: http://www.cise.ufl.edu/research/sparse/cholmod/ see http://abel.ee.ucla.edu/cvxopt/userguide/spsolvers.html?highlight=cholmod#cvxopt.cholmod.numeric Let me see if I can get this to work in Sage... Dima > > Thanks, > > Jason > > [1] http://projects.scipy.org/scipy/ticket/261 > [2] http://www.cise.ufl.edu/research/sparse/cholmod/ > [3] http://www.cise.ufl.edu/research/sparse/SuiteSparse/ > -- You received this message because you are subscribed to the Google Groups "sage-support" group. To post to this group, send email to sage-support@googlegroups.com. To unsubscribe from this group, send email to sage-support+unsubscr...@googlegroups.com. Visit this group at http://groups.google.com/group/sage-support?hl=en.
