Re: [ojAlgo-user] Cholesky decomp broken for many matrices in versions 28 and 29
Mathematics, linear algebra and optimisation
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From: Chris F. <cf...@co...> - 2011-04-01 15:48:21
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Hi Anders, I will try testing v30 in the next day or two. Meanwhile a colleague has reported other problems, unrelated to Cholesky decomp, but I do not know the details. --Chris -----Original Message----- From: Anders Peterson [mailto:an...@op...] Sent: Friday, April 01, 2011 12:32 AM To: ojAlgo ojAlgo Subject: Re: [ojAlgo-user] Cholesky decomp broken for many matrices in versions 28 and 29 Did you encounter any problems switching from v29 to v30? Is the bug still there or not? /Anders On 28 mar 2011, at 22.25, Chris Forden wrote: > Hi, > > Thanks! I will try the recent snapshot. > > --Chris > > > > On Mon, 2011-03-28 at 22:21 +0200, Anders Peterson wrote: >> Sounds like you don't use any of the snapshot releases. There has been at least one bug fix related to solving equation systems and inverting matrices using the Cholesky and LU decompositions. Please, try the latest snapshot release. If the bug is still there I will need some sort of test case that demonstrates the problem. >> >> It's been very long since v29 was released. Too long. A lot of things have changed with v30. The change log is probably not complete... >> >> /Anders >> >> >> On 28 mar 2011, at 18.44, Chris Forden wrote: >> >>> 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 >>> >>> >>> ---------------------------------------------------------------------------- -- >>> Create and publish websites with WebMatrix >>> Use the most popular FREE web apps or write code yourself; >>> WebMatrix provides all the features you need to develop and publish >>> your website. http://p.sf.net/sfu/ms-webmatrix-sf >>> _______________________________________________ >>> ojAlgo-user mailing list >>> ojA...@li... >>> https://lists.sourceforge.net/lists/listinfo/ojalgo-user >>> >>> >> >> >> ---------------------------------------------------------------------------- -- >> Create and publish websites with WebMatrix >> Use the most popular FREE web apps or write code yourself; >> WebMatrix provides all the features you need to develop and publish >> your website. http://p.sf.net/sfu/ms-webmatrix-sf >> _______________________________________________ >> ojAlgo-user mailing list >> ojA...@li... >> https://lists.sourceforge.net/lists/listinfo/ojalgo-user > > > > ---------------------------------------------------------------------------- -- > Create and publish websites with WebMatrix > Use the most popular FREE web apps or write code yourself; > WebMatrix provides all the features you need to develop and publish > your website. http://p.sf.net/sfu/ms-webmatrix-sf > _______________________________________________ > ojAlgo-user mailing list > ojA...@li... > https://lists.sourceforge.net/lists/listinfo/ojalgo-user > > ---------------------------------------------------------------------------- -- Create and publish websites with WebMatrix Use the most popular FREE web apps or write code yourself; WebMatrix provides all the features you need to develop and publish your website. http://p.sf.net/sfu/ms-webmatrix-sf _______________________________________________ ojAlgo-user mailing list ojA...@li... https://lists.sourceforge.net/lists/listinfo/ojalgo-user |