Re: [Help-gsl] gsl_linalg_cholesky_decomp Issues

[Jordi Gutiérrez Hermoso]

On 15 February 2011 15:01, Rob <address@hidden> wrote:
> Could someone help me to figure out what's going on here? I keep getting the
> error "gsl: cholesky.c:157: ERROR: matrix must be positive definite Default
> GSL error handler invoked. Aborted" though I've tested the same calculations
> in Matlab and they work fine. Any thoughts? Thanks.

Your matrix is 4x4 and mostly zeros except for the upper left 2x2
block. That is not positive definite and Octave (eewww, Matlab?)
agrees. Change line

       gsl_matrix *epsilon = gsl_matrix_calloc(4,4);

to

       gsl_matrix *epsilon = gsl_matrix_calloc(2,2);

HTH,
- Jordi G. H.