numarray.linear_algrebra > cholesky_decomposition problem
Hi, I'm having problems using the cholesky decomposition function - perhaps someone could point out where I am going wrong. Many thanks, Justin dingy /ms/user/w/worrall 22$ python Python 2.3 (#1, Aug 19 2003, 16:53:06) [GCC 2.95.2 19991024 (release)] on sunos5 Type "help", "copyright", "credits" or "license" for more information.
from numarray import * from numarray.linear_algebra import * x=array([[1.0,0.0],[0.5,1.0]]) x array([[ 1. , 0. ], [ 0.5, 1. ]]) cholesky_decomposition(x) Traceback (most recent call last): File "<stdin>", line 1, in ? File "/u/worrall/Python-2.3/numarray/linear_algebra/LinearAlgebra2.py", line 159, in cholesky_decomposition return copy.copy(num.transpose(mlab.triu(a,k=0))) File "/u/worrall/Python-2.3/numarray/linear_algebra/mlab.py", line 134, in triu svsp = m.spacesaver() AttributeError: 'NumArray' object has no attribute 'spacesaver'
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It's a bug in the recent port of mlab.py. Numarray doesn't really support spacesaver, and it doesn't fake it yet either. I removed the spacesaver code for numarray-0.7. On Fri, 2003-08-29 at 04:04, Justin Worrall wrote:
Hi,
I'm having problems using the cholesky decomposition function - perhaps someone could point out where I am going wrong. Many thanks,
Justin
from numarray import * from numarray.linear_algebra import * x=array([[1.0,0.0],[0.5,1.0]]) x array([[ 1. , 0. ], [ 0.5, 1. ]]) cholesky_decomposition(x) Traceback (most recent call last): File "<stdin>", line 1, in ? File "/u/worrall/Python-2.3/numarray/linear_algebra/LinearAlgebra2.py",
dingy /ms/user/w/worrall 22$ python Python 2.3 (#1, Aug 19 2003, 16:53:06) [GCC 2.95.2 19991024 (release)] on sunos5 Type "help", "copyright", "credits" or "license" for more information. line 159, in cholesky_decomposition return copy.copy(num.transpose(mlab.triu(a,k=0))) File "/u/worrall/Python-2.3/numarray/linear_algebra/mlab.py", line 134, in triu svsp = m.spacesaver() AttributeError: 'NumArray' object has no attribute 'spacesaver'
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-- Todd Miller <jmiller@stsci.edu>
-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 Todd Miller wrote: | It's a bug in the recent port of mlab.py. Numarray doesn't really | support spacesaver, and it doesn't fake it yet either. I removed | the spacesaver code for numarray-0.7. | | On Fri, 2003-08-29 at 04:04, Justin Worrall wrote: | |>Hi, |> |>I'm having problems using the cholesky decomposition function - |>perhaps someone could point out where I am going wrong. Many thanks, |> |>Justin |> |>dingy /ms/user/w/worrall 22$ python |>Python 2.3 (#1, Aug 19 2003, 16:53:06) |>[GCC 2.95.2 19991024 (release)] on sunos5 |>Type "help", "copyright", "credits" or "license" for more information. |> |>>>>from numarray import * |>>>>from numarray.linear_algebra import * |>>>>x=array([[1.0,0.0],[0.5,1.0]]) |>>>>x |> |>array([[ 1. , 0. ], |> [ 0.5, 1. ]]) |> |>>>>cholesky_decomposition(x) |> [snipped] A big Thanks for the *very* quick response. But I found it strange that Cholesky decomposition is used for an unsymmetric matrix and then I discover that in fact this goes through raising no error. Here's the code snippet <quote> from numarray import * import numarray.linear_algebra as la # Good x=array([[1.0,0.5],[0.5,1.0]]) print "\n", x al=la.cholesky_decomposition(x) print "\n", al print "\n", matrixmultiply(al,transpose(al)) # Bad x=array([[1.0,0],[0.5,1.0]]) print "\n", x al=la.cholesky_decomposition(x) print "\n", al print "\n", matrixmultiply(al,transpose(al)) <quote> and the results: <quote> H:\>python chol-numarray.py [[ 1. 0.5] ~ [ 0.5 1. ]] [[ 1. 0. ] ~ [ 0.5 0.8660254]] [[ 1. 0.5] ~ [ 0.5 1. ]] [[ 1. 0. ] ~ [ 0.5 1. ]] [[ 1. 0. ] ~ [ 0.5 0.8660254]] [[ 1. 0.5] ~ [ 0.5 1. ]] </quote> It appears that there is no checking (at least) for the symmetry of the matrix. Of course, the user's responsibilty, ultimately ... Regards, ST -----BEGIN PGP SIGNATURE----- Version: GnuPG v1.2.3 (MingW32) iD8DBQE/UDKdNmKlQkqct/IRAqIMAJ9T2xg/45Cf08SD4jvy5M4QBrNFvgCcDvrZ PVxuUjQmVmXfSmm0WGilFhE= =1aji -----END PGP SIGNATURE-----
participants (3)
-
Justin Worrall -
LUK ShunTim -
Todd Miller