Changeset 23412b6 in tol

Timestamp:

Jul 3, 2012, 9:30:37 PM (14 years ago)

Author:

Víctor de Buen <vdebuen@…>

Branches:

1941-docker-image-to-test, devel, master

Children:

0d63276

Parents:

50804e0

Message:

Avoiding Cholesky warnings

git-svn-id: ​https://www.tol-project.org/svn/tolp/trunk@4912 be4846ae-f051-483a-831f-b64e7d08527f

File:

• tol/bmath/bstat/arma.cpp (modified) (1 diff)

tol/bmath/bstat/arma.cpp

@@ -587 +587 @@
     As.DMat2sparse((const BMatrix<double>&)A);
     ms.DMat2sparse((const BMatrix<double>&)m);
-    BVMat::CholeskiFactor(As,Ls,"XtX",true,false,true);
-    BVMat::CholeskiSolve(Ls,(ms.T()*As).T(),gps,"PtLLtP");
-    gps.GetDMat((BMatrix<double>&)gp);
-    test = A*gp-m;
-    err  = test.FrobeniusNorm();
-
+    BVMat::CholeskiFactor(As,Ls,"XtX",true,false,false);
+    if(Ls.Code()==BVMat::ESC_undefined)
+    {
+      err  = BDat::Unknown();
+    }
+    else
+    {
+      BVMat::CholeskiSolve(Ls,(ms.T()*As).T(),gps,"PtLLtP");
+      gps.GetDMat((BMatrix<double>&)gp);
+      test = A*gp-m;
+      err  = test.FrobeniusNorm();
+    }
     bool closeToNonStationary = false;
     if(err.IsUnknown()  || (err>Sqrt((1+p)*DEpsilon())))