MATLAB: Chol fails on Hermitian positive definite matrix

choleig

I get the following code output on the attached matrix:
K>> max(max(abs(A-A')))
ans =
0
K>> min(eig(A))
ans =
0.0900
K>> chol(A)
Error using chol
Matrix must be positive definite.

Best Answer

  • That is astonishing. The matrix is not badly conditioned, I would expect CHOL to work fine here.
    I tried on my machine and didn't get an error message from CHOL, so this seems related to your version or machine. Could you tell me what MATLAB version and what OS you're using?