Re: Problem in chol : Matrix must be symmetric

["Wang, Zhu" <zhuw@mail.smu.edu>]

Thanks to Eric Zivot. So this is a common problem and one solution is to force 
it to be symmetric.

        -----Original Message----- 
        From: s-news-owner@lists.biostat.wustl.edu on behalf of Wang, Zhu 
        Sent: Mon 6/21/2004 11:07 AM 
        To: s-news@lists.biostat.wustl.edu 
        Cc: 
        Subject: [S] Problem in chol : Matrix must be symmetric
        
        

        Hi Susers!
        
        I am trying to use "chol" function of S-plus 6.1 on Windows, with a 
matrix as following:
        >tmp
        tmp
                 [,1]     [,2]     [,3]
        [1,] 46799.28 38622.46 15084.87
        [2,] 38622.46 49606.19 40787.96
        [3,] 15084.87 40787.96 50544.88
        > chol(tmp)
        chol(tmp)
        Problem in chol(tmp): Matrix must be symmetric
        
        This is not the only matrix I have with this error message. However it 
does work for some matrix, e.g.,
        > chol(matrix(c(2,2,2,2),ncol=2))
        chol(matrix(c(2,2,2,2),ncol=2))
                 [,1]          [,2]
        [1,] 1.414214 1.414214e+000
        [2,] 0.000000 1.883196e-008
        attr(, "rank"):
        [1] 2
        
        BTW, I have used R without such a problem. I am wondering what happens 
here.
        
        Thanks,
        
        Zhu Wang
        
        Statistical Science Department
        Southern Methodist University
        Dallas, TX
        
        
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