chol() dimnames

Jonathan Rougier
Mon, 27 Sep 1999 13:10:26 +0100 (BST)

Hi Peter,

> 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.

Cheers, Jonathan.

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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