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chol_SE.m: fix logical condition and assure symmetry instead of erroring out

fix-nonlinear-solvers
Johannes Pfeifer 2022-04-04 13:52:54 +02:00
parent 700a0e3a6d
commit c5557b5418
1 changed files with 6 additions and 4 deletions
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10
matlab/chol_SE.m
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@ -70,8 +70,10 @@ function [R,indef, E, P]=chol_SE(A,pivoting)
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
if sum(sum(abs(A-A'))) > 0
if sum(sum(abs(A-A'))) > 1e-8
error('A is not symmetric')
elseif sum(sum(abs(A-A'))) > 0
A=(A+A')/2;
end
if nargin==1
@ -93,7 +95,7 @@ E=zeros(n,1);
% Find the maximum magnitude of the diagonal elements. If any diagonal element is negative, then phase1 is false.
gammma=max(diag(A));
if any(diag(A)) < 0
if any(diag(A) < 0)
phase1 = 0;
end
@ -120,7 +122,7 @@ for j = 1:n-1
if phase1
if pivoting==1
% Find index of maximum diagonal element A(i,i) where i>=j
[tmp,imaxd] = max(diag(A(j:n,j:n)));
[~,imaxd] = max(diag(A(j:n,j:n)));
imaxd=imaxd+j-1;
% Pivot to the top the row and column with the max diag
if (imaxd ~= j)
@ -190,7 +192,7 @@ for j = 1:n-1
if j ~= n-1
if pivoting
% Find the minimum negative Gershgorin bound
[tmp,iming] = min(g(j:n));
[~,iming] = min(g(j:n));
iming=iming+j-1;
% Pivot to the top the row and column with the
% minimum negative Gershgorin bound