[ojAlgo-user] Cholesky decomp broken for many matrices in versions 28 and 29

[Chris F. <cf...@co...>]

Hi,

Thanks for the wonderful software which our the main math workhorse lib
in http://code.google.com/p/dismodel/  !

We found that there was a bad bug in your Cholesky decomposition
whenever we used it to try to solve some matrices which had been
processed by what we call differencing out our reference-station data
form our covariance matrices.  I understand that probably is not
meaningful to you, but we solved our problem quickly by adding all the
Parallel Colt libs to our project just for Cholesky decomp.  That was an
inelegant solution but worked well.  The problem occurred in modest
sized matrices (such as 18 x 18).

I wonder if your recent (version 30, unreleased) work on your Cholesky
algorithm is likely to fix that bug.  Is it necessary for us to write a
bug report?  The current status of our project makes it not very easy to
extract example matrices to send you for analysis and testing, although
I might be able to do so if necessary.

Thanks so much again for ojAlgo! 

--Chris Forden