Mon, 27 Sep 1999 13:10:26 +0100 (BST)
> However: Somewhere in the back of my mind lies a note to the effect
> that chol() should really handle the rank-deficient cases better, via
> some sort of pivoting.
I agree completely. I have an ugly patch to catch the case where zeros
appear on the diagonal but a pivoting flag to handle the semi-definite
case and more generally to improve the performance of the algorithm would
be a big help.
Jonathan Rougier Science Laboratories
Department of Mathematical Sciences South Road
University of Durham Durham DH1 3LE
"[B]egin upon the precept ... that the things we see are to be
weighed in the scale with what we know" (Meredith, 1879, The Egoist)
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