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Cholesky decomposition with OpenCV

Hi there,

I have a prolem using the Cholesky decomposition in OpenCV. I have the positive definite matrix A with

A = [8312069, 34511.344, -306.38861; 34511.313, 8231020.5, -112.6131; -306.38861, -112.6131, 1]

The function call Mat L = A.inv(DECOMP_CHOLESKY) should give me the Matrix L, which satisfies A = LL'. However, I'm getting a matrix with awkwardly small values and for which A = LL'. What could there possibly be wrong, the usage is dead simply ... ?? (The decomposition of A works fine in MATLAB).

Cholesky decomposition with OpenCV

Hi there,

I have a prolem using the Cholesky decomposition in OpenCV. I have the positive definite matrix A with

A = [8312069, 34511.344, -306.38861; 34511.313, 8231020.5, -112.6131; -306.38861, -112.6131, 1]

The function call Mat L = A.inv(DECOMP_CHOLESKY) should give me the Matrix L, which satisfies A = LL'. However, I'm getting a matrix with awkwardly small values and for which A = LL'. What could there possibly be wrong, the usage is dead simply simple ... ?? (The decomposition of A works fine in MATLAB).

Cholesky decomposition with OpenCV

Hi there,

I have a prolem using the Cholesky decomposition in OpenCV. I have the positive definite matrix A with

A = [8312069, 34511.344, -306.38861; 34511.313, 8231020.5, -112.6131; -306.38861, -112.6131, 1]

The function call Mat L = A.inv(DECOMP_CHOLESKY) should give me the Matrix L, which satisfies A = LL'. However, I'm getting a matrix with awkwardly small values and for which A = LL'. does not hold. What could there possibly be wrong, the usage is dead simple ... ?? (The decomposition of A works fine in MATLAB).

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updated 2013-10-10 10:19:27 -0600

berak gravatar image

Cholesky decomposition with OpenCV

Hi there,

I have a prolem using the Cholesky decomposition in OpenCV. I have the positive definite matrix A with

A = [8312069, 34511.344, -306.38861; 34511.313, 8231020.5, -112.6131; -306.38861, -112.6131, 1]

The function call Mat L = A.inv(DECOMP_CHOLESKY) should give me the Matrix L, which satisfies A = LL'. However, I'm getting a matrix with awkwardly small values and for which A = LL' does not hold. What could there possibly be wrong, the usage is dead simple ... ?? (The decomposition of A works fine in MATLAB).

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No.5 Revision

Cholesky decomposition with OpenCV

Hi there,

I have a prolem using the Cholesky decomposition in OpenCV. I have the positive definite matrix A with

A =

A =  [8312069, 34511.344, -306.38861;
8312069  34511.313, 8231020.5, -112.6131;
34511.344  -306.38861, -112.6131, 1]-306.38861

 34511.313  8231020.5  -112.6131

 -306.38861  -112.6131  1

The function call Mat L = A.inv(DECOMP_CHOLESKY) should give me the Matrix L, which satisfies A = LL'. However, I'm getting a matrix with awkwardly small values and for which A = LL' does not hold. What could there possibly be wrong, the usage is dead simple ... ?? (The decomposition of A works fine in MATLAB).