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<p class="MsoNormal">Dear all,<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">I am using RcppArmadillo to deal with some matrix computations. Specifically I need to cholesky factorization of some symmetric matrices.<o:p></o:p></p>
<p class="MsoNormal">I am generating random vectors using Rcpp and using them to construct symmetric matrices.<o:p></o:p></p>
<p class="MsoNormal">I have an error stating that my matrix is not symmetric although it definitely should be. Here is the example I am working with (in R):<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">>x<o:p></o:p></p>
<p class="MsoNormal" style="line-height:12.75pt;background:#323232;word-break:break-all">
<span style="font-size:10.0pt;font-family:Consolas;color:white;mso-fareast-language:EN-GB">[1] -1.6683320 -0.8597148<o:p></o:p></span></p>
<p class="MsoNormal">>x%*%t(x)<o:p></o:p></p>
<pre style="line-height:12.75pt;background:#323232;word-break:break-all"><span style="font-family:Consolas;color:white"> [,1] [,2]<o:p></o:p></span></pre>
<pre style="line-height:12.75pt;background:#323232;word-break:break-all"><span style="font-family:Consolas;color:white">[1,] 2.783332 1.4342896<o:p></o:p></span></pre>
<pre style="line-height:12.75pt;background:#323232;word-break:break-all"><span style="font-family:Consolas;color:white">[2,] 1.434290 0.7391095<o:p></o:p></span></pre>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Apparently, it is a rounding-off error. Is there any way to ensure that x%*%t(x) gives an exactly symmetric matrix to use for cholesky factorization?<o:p></o:p></p>
<p class="MsoNormal">I tried symmatu and symmatl but the error is still there.<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Thanks,<o:p></o:p></p>
<p class="MsoNormal">Best,<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><span lang="EN-US" style="color:gray;mso-fareast-language:EN-GB">Takoua Jendoubi<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="color:gray;mso-fareast-language:EN-GB">PhD student<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="color:gray;mso-fareast-language:EN-GB">School of Public Health & Department of Surgery and Cancer
<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="EN-US" style="color:gray;mso-fareast-language:EN-GB">Main address :<o:p></o:p></span></p>
<p class="MsoNormal"><span lang="FR" style="color:gray;mso-fareast-language:EN-GB">Imperial College London
</span><span lang="EN-US" style="color:gray;mso-fareast-language:EN-GB">| </span>
<span lang="FR" style="color:gray;mso-fareast-language:EN-GB">Room 171 </span><span lang="EN-US" style="color:gray;mso-fareast-language:EN-GB">|</span><span lang="FR" style="color:gray;mso-fareast-language:EN-GB"> St Mary’s Campus
</span><span lang="EN-US" style="color:gray;mso-fareast-language:EN-GB">| </span>
<span lang="FR" style="color:gray;mso-fareast-language:EN-GB">Norfolk Place </span>
<span lang="EN-US" style="color:gray;mso-fareast-language:EN-GB">| </span><span lang="FR" style="color:gray;mso-fareast-language:EN-GB">London
</span><span lang="EN-US" style="color:gray;mso-fareast-language:EN-GB">|</span><span lang="FR" style="color:gray;mso-fareast-language:EN-GB"> W2 1PG</span><span lang="EN-US" style="color:gray;mso-fareast-language:EN-GB"> |</span><span style="mso-fareast-language:EN-GB"><o:p></o:p></span></p>
<p class="MsoNormal"><o:p> </o:p></p>
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