Re: [Math] "NonPositiveDefiniteMatrixException" message and meaning

2011-09-10 Thread Phil Steitz
On 9/9/11 1:54 PM, Gilles Sadowski wrote: > On Fri, Sep 09, 2011 at 11:26:02AM -0700, Phil Steitz wrote: >> On 9/9/11 9:27 AM, Ted Dunning wrote: >>> I don't think that is correct. >>> >>> It is not the case that there was some element in the input that was too >>> small. For instance, this matrix

Re: [Math] "NonPositiveDefiniteMatrixException" message and meaning

2011-09-09 Thread Ted Dunning
On Fri, Sep 9, 2011 at 1:54 PM, Gilles Sadowski < gil...@harfang.homelinux.org> wrote: > > > The exceptions thrown should not be sub-classes of > NumberIsTooSmallException > > > because it is a matrix that is the problem and matrices are not numbers > and > > > do not have a total order. > > Of co

Re: [Math] "NonPositiveDefiniteMatrixException" message and meaning

2011-09-09 Thread Gilles Sadowski
On Fri, Sep 09, 2011 at 11:26:02AM -0700, Phil Steitz wrote: > On 9/9/11 9:27 AM, Ted Dunning wrote: > > I don't think that is correct. > > > > It is not the case that there was some element in the input that was too > > small. For instance, this matrix is positive definite: > > > > 3 -3

Re: [Math] "NonPositiveDefiniteMatrixException" message and meaning

2011-09-09 Thread Phil Steitz
On 9/9/11 9:27 AM, Ted Dunning wrote: > I don't think that is correct. > > It is not the case that there was some element in the input that was too > small. For instance, this matrix is positive definite: > > 3 -31 > 242 > 11 30 > > While this one is not > > 3

Re: [Math] "NonPositiveDefiniteMatrixException" message and meaning

2011-09-09 Thread Ted Dunning
I don't think that is correct. It is not the case that there was some element in the input that was too small. For instance, this matrix is positive definite: 3 -31 242 11 30 While this one is not 3 -31 232 11 30 The value of the

Re: [Math] "NonPositiveDefiniteMatrixException" message and meaning

2011-09-09 Thread Ted Dunning
Actually, I think that the test in the Cholesky decomposition should be three-pronged: lt[i] > threshold proceed normally, use sqrt(lt[i]) lt[i] >= -threshold treat as zero. Either return rank-deficient result if pivoting or signal that original argument is not

Re: [Math] "NonPositiveDefiniteMatrixException" message and meaning

2011-09-09 Thread Greg Sterijevski
Looks good to me. On Fri, Sep 9, 2011 at 6:39 AM, Gilles Sadowski < gil...@harfang.homelinux.org> wrote: > On Thu, Sep 08, 2011 at 04:55:46PM -0700, Ted Dunning wrote: > > OK. > > > > Replace that with the correct value. I meant it to be an index. > > > > That doesn't change my other points. Th

Re: [Math] "NonPositiveDefiniteMatrixException" message and meaning

2011-09-09 Thread Gilles Sadowski
On Thu, Sep 08, 2011 at 04:55:46PM -0700, Ted Dunning wrote: > OK. > > Replace that with the correct value. I meant it to be an index. > > That doesn't change my other points. There is an inherent problem with > "less than" comments when you have subtracted several other elements > previously a

Re: [Math] "NonPositiveDefiniteMatrixException" message and meaning

2011-09-09 Thread Gilles Sadowski
On Thu, Sep 08, 2011 at 09:27:18PM -0500, Greg Sterijevski wrote: > I agree with Ted. You sometimes run into this issue with psuedoinverses. You > discover a zero eigenvalue at index i. The user's natural inclination is to > attribute it to the corresponding column of the data matrix. > > -Greg >

Re: [Math] "NonPositiveDefiniteMatrixException" message and meaning

2011-09-08 Thread Greg Sterijevski
I agree with Ted. You sometimes run into this issue with psuedoinverses. You discover a zero eigenvalue at index i. The user's natural inclination is to attribute it to the corresponding column of the data matrix. -Greg On Thu, Sep 8, 2011 at 6:55 PM, Ted Dunning wrote: > OK. > > Replace that w

Re: [Math] "NonPositiveDefiniteMatrixException" message and meaning

2011-09-08 Thread Ted Dunning
OK. Replace that with the correct value. I meant it to be an index. That doesn't change my other points. There is an inherent problem with "less than" comments when you have subtracted several other elements previously and only now notices that the remainder is less than some other adjusted val

Re: [Math] "NonPositiveDefiniteMatrixException" message and meaning

2011-09-08 Thread Gilles Sadowski
On Thu, Sep 08, 2011 at 09:36:47AM -0700, Ted Dunning wrote: > Since the diagonal elements are heavily modified during the Cholesky > decomposition, it isn't clear what these actually mean. > > With pivoting, the meaning of these is even less clear. > > Also, I thought that the test for non-posit

Re: [Math] "NonPositiveDefiniteMatrixException" message and meaning

2011-09-08 Thread Ted Dunning
Since the diagonal elements are heavily modified during the Cholesky decomposition, it isn't clear what these actually mean. With pivoting, the meaning of these is even less clear. Also, I thought that the test for non-positive definiteness was whether the diagonal element after reduction from pr

[Math] "NonPositiveDefiniteMatrixException" message and meaning

2011-09-08 Thread Gilles Sadowski
Hi. In revision 1166674, I've added an argument to that exception so that it can print the value that failed the test. However, I also wonder whether the message should not be ---CUT--- not positive definite matrix: diagonal element at ({1},{1}) is not strictly larger than {2} ({0})" ---CUT---