Hi
Considering that the description of chol says:
"Compute the Choleski factorization of a symmetric (Hermitian), positive
definite square matrix."
I was wondering whether it would be worth adding a check for the
symmetry of the matrix.
As it is now the function returns "something" for a non-symmetric
matrix:
> chol(cbind(c(2,1.5,0),c(1.5,1.8,.2),c(0,0.5,1.5)))
[,1] [,2] [,3]
[1,] 1.414214 1.0606602 0.0000000
[2,] 0.000000 0.8215838 0.6085806
[3,] 0.000000 0.0000000 1.0628404
Cheers
P.J
Paulo Justiniano Ribeiro Jr
Dept Maths & Stats - Fylde College
Lancaster University
Lancaster LA1 4YF - U.K.
e-mail: Paulo.Ribeiro@est.ufpr.br
http://www.maths.lancs.ac.uk/~ribeiro (english)
http://www.est.ufpr.br/~ribeiro (portugues)
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