[Tutor] About cholesky funtion

=?gb2312?B?wO4gvajHvw==?= redredliuyan at hotmail.com
Wed Aug 30 05:44:45 CEST 2006

In my procedure, I use the cholesky(a) function in the scipy.linalg.decomp 
model. If the max number of row and column in matrix a is less equal 15, 
cholesky(a) is OK. But when the max number is larger than 15, there will 
have a error message:
 ¡°File "C:\Python24\Lib\site-packages\scipy\linalg\decomp.py", line 413, 
in cholesky
    if info>0: raise LinAlgError, "matrix not positive definite"
scipy.linalg.basic.LinAlgError: matrix not positive definite¡±.
My matrix is a real symmetric matrix and positive definite, so I don¡¯t 
know why the error emerges. Have there some limits on the number of row and 
column in a matrix?  Please give me your help.


Best wishes,


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