SymmetricMatrix boost wrapper returns incorrect value

Question

SymmetricMatrix boost wrapper returns incorrect value

jamesgunnfiveai opened this issue 6 years ago · comments

When calculating the determinant of a 3x3 SymmetricMatrix using the boost wrapper, the value returned is incorrect. For example, 2.33 is returned for the symmetric matrix ((3,2,0),(2,2,0),(0,0,0.5)) which has unit determinant.

I suspect this is because matrix_BOOST.cpp assumes the result of LU decomposition will be a symmetric matrix in the implementation of SymmetricMatrix.determinant(), but this is not true. Similarly for the .inverse function. This does not show up in testing because line 542 of matrixwrapper_test.cpp uses a Matrix (rather than a SymmetricMatrix) when attempting to test the determinant of a SymmetricMatrix.

Klaas Gadeyne · Answer 1 · Sat Feb 03 2018 03:33:58 GMT+0800 (China Standard Time)

Thanks for submitting!
Bug confirmed, and added a test in commit 6c6a306 . Patch that fixes the issue is also welcome ;-)

James Gunn · Answer 2 · Sat Feb 03 2018 17:29:54 GMT+0800 (China Standard Time)

Fair point! I didn't have time midweek but I've opened a pull request with a patch and fixed up the tests.

Klaas Gadeyne · Answer 3 · Sat Feb 03 2018 19:06:44 GMT+0800 (China Standard Time)

Thanks, seems to work flawless!

MattC11 · Answer 4 · Wed Jun 06 2018 02:03:03 GMT+0800 (China Standard Time)

Thank you for finding this, it was causing havoc with me getting negative determinants my symetric matrices and thus Guassiona::ProbabilityGet not working.