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From: | Marco Caliari |
Subject: | Possible bug in det (was: Possible loss of accuracy) |
Date: | Thu, 16 May 2013 12:13:50 +0200 (CEST) |
User-agent: | Alpine 1.00 (DEB 882 2007-12-20) |
Secondly, this makes use of ATLAS' multi core capabilities: % getting to 1 the hard way N = 2100; A = rand(N); tic, det(A*inv(A)), toc ans = Inf Elapsed time is 1.6111 seconds. N = 2000; A = rand(N); tic, det(A*inv(A)), toc ans = 1.0000 Elapsed time is 1.436 seconds.
Here I suspect a bug: I get N = 2100; A = rand(N); det(A*inv(A)) ans = Inf prod(diag(chol(A*inv(A)))) ans = 1.00000 % <- correct prod(diag([~,U]=lu(A*inv(A)))) ans = 1.00000 % <- correctShouldn't Octave use Cholesky factorization of A*inv(A) (or, if not recognized as hermitian, LU factorization) in order to compute its determinant?
Marco
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