RE: http://math.nist.gov/javanumerics/jama/

[Boyce Byerly <BByerly@newcourse.com>]

I sent out a message to that effect to the mailing list 
associated with the group that maintains this.  Since
the project *is* open source, I might just fix the problem
myself and release my changes back to the group; that's the
sort of way progress gets made for packages like that.   I
haven't heard back from the group on this yet.  My experience
has been that usually commercial software is no better than 
open source (for example, StatBeans wanted a lot of money, and
our opinion of that software is quite low.)

The symetry issue I'm less concerned with; memory is cheap,
and it may well be that cutting that sort of corner would
make Cholesky an odd case that doesn't play well with the 
other features available in the matrix classes.

-Boyce


-----Original Message-----
From: uemcre@unc.edu [mailto:uemcre@unc.edu]
Sent: Monday, April 01, 2002 5:59 PM
To: Multiple recipients of list
Subject: http://math.nist.gov/javanumerics/jama/



I looked at the Cholesky program to see how it handled error conditions
and found that it only tests that the matrix is symmetric.  If the rest of
the package is anything like this, it certainly is amateurish and not what
I would expect from the Bureau.  

1. There is no reason to store the whole matrix and thus no reason to
check for symmetry.

2. You MUST check for singularity and positive-definiteness

The program fails on the matrix
 0 1
 1 1