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MATLAB Function Reference Volume 1: A - E - Bad Request

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Destroy the positive definiteness (and actually make the matrix singular) by<br />

subtracting 1 from the last element.<br />

X(n,n) = X(n,n)-1<br />

X =<br />

1 1 1 1 1<br />

1 2 3 4 5<br />

1 3 6 10 15<br />

1 4 10 20 35<br />

1 5 15 35 69<br />

Now an attempt to find the Cholesky factorization fails.<br />

Algorithm chol uses the the LAPACK subroutines DPOTRF (real) and ZPOTRF (complex).<br />

<strong>Reference</strong>s [1] Anderson, E., Z. Bai, C. Bischof, S. Blackford, J. Demmel, J. Dongarra,<br />

J. Du Croz, A. Greenbaum, S. Hammarling, A. McKenney, and D. Sorensen,<br />

LAPACK User’s Guide (http://www.netlib.org/lapack/lug/<br />

lapack_lug.html), Third Edition, SIAM, Philadelphia, 1999.<br />

See Also cholinc, cholupdate<br />

chol<br />

2-247

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