Fwd: Re: CholeskyDecomposition

[boisvert@nist.gov]

Sender: "G. W. (Pete) Stewart" <stewart@cs.umd.edu>
Subject: Re: CholeskyDecomposition



Try computing LL' instead of L'L.

Pete Stewart


On Thu, 3 May 2007, Sione wrote:

> Date: Thu, 3 May 2007 10:36:14 -0400 (EDT)
> From: Sione <sionep@xtra.co.nz>
> Reply-To: jama@nist.gov
> To: Multiple recipients of list <jama@nist.gov>
> Subject: CholeskyDecomposition
>
> Hello All,
>
> I have a question about the CholeskyDecomposition.  The following code
> snippets shows a reconstruction of  a matrix from a
> CholeskyDecomposition and the result is not the same as the original one.
>
> -------- sample code -----------
>
> double[][] h = new double[][]{
>      {4532 , 5682 },
>      {5634 ,  7134}
>    }
>
> Matrix H = new Matrix(h);
>
> CholeskyDecomposition chol = H.chol();
>
> Matrix L = chol.getL();
>
> Matrix LtL = L.transpose().times(L);
>
>
> System.out.println("\n =========== H ==========");
> H.print(6,0);
>
> System.out.println("\n =========== L ==========");
> L.print(6,4);
>
> System.out.println("\n =========== L'*L ==========");
> LtL.print(6,4);
>
> --------- end sample code ------------
>
>
>
> The output gave me this:
>
> =========== H ==========
>
>  4532  5682
>
>  5634  7134
>
>
> =========== L ==========
>  67.3201   0.0000
>
>  83.6897  11.4034
>
>
> =========== L'*L ==========
> 11535.9620  954.3484
>
>   954.3484  130.0380
>
>
> My question is why the reconstruction  L'*L  is not the same as  H ?
>
>
> Cheers,
> Sione.
>
>
>
>
> ----- End forwarded message -----
>
>
>


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