Fwd: RE: CholeskyDecomposition

[boisvert@nist.gov]

Sender: "Chris Phillips" <chris.phillips@newcastle.ac.uk>
Subject: RE: CholeskyDecomposition


Because it should be LL' :-( 

>-----Original Message-----
>From: jama@nist.gov [mailto:jama@nist.gov] On Behalf Of Sione
>Sent: 03 May 2007 15:36
>To: Multiple recipients of list
>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 -----
>
>
>
>



----- End forwarded message -----