From bug-octave-request at bevo dot che dot wisc dot edu  Thu Jun  7 03:07:36 2001
Subject: Re: det() hangs on large matrix
From: Christoph Spiel <cspiel at hammersmith-consulting dot com>
To: bug-octave at bevo dot che dot wisc dot edu
Date: Thu, 7 Jun 2001 09:48:00 +0200

On Tue, Jun 05, 2001 at 11:33:52AM -0500, John W. Eaton wrote:
> Octave uses DGEDI from Linpack to compute the determinant.  The
> problem is that in this loop in DGEDI,
> 
>    30       IF (DABS(DET(1)) .LT. TEN) GO TO 40
>                DET(1) = DET(1)/TEN
>                DET(2) = DET(2) + 1.0D0
>             GO TO 30
>    40       CONTINUE
> 
> your matrix results in DET(1) == Inf.  So dividing it by TEN does not
> reduce its value and its absolute value never becomes less than 10,
> and the loop repeats indefinitely.

What about using [D|Z]GETRF instead of DGEDI?  [D|Z]GETRF only does an
LU-factorization, but as det(A) = det(L U) = det(U) = u_1 * ... * u_n,
we could get a determinant.


-cls

-- 
Christoph L. Spiel  <cspiel at hammersmith-consulting dot com>
Hammersmith Consulting,  web: www.hammersmith-consulting.com
Phone: +49-8022-662908, fax: +49-8022-662909



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