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1×1 matrix 0 appears positive definite and cholesky doesn't fail

Open cecileane opened this issue 2 years ago • 5 comments

When an MMatrix or SMatrix is of dimension 1-by-1, it is detected as being positive definite even if its entry is 0, and its cholesky decomposition does not fail. Below I'm using StaticArrays v1.6.5 and julia v1.9.2.

julia> using LinearAlgebra, StaticArrays

julia> m = MArray{Tuple{1,1}}(0.0); # 1×1 MMatrix

julia> isposdef(m) # should be false
true

julia> isposdef(cholesky(m)) # also true: cholesky didn't fail
true

julia> cholesky(m).info # 0 so it's supposedly PosDef
0

same with an SMatrix:

julia> s = SArray{Tuple{1,1}}(0.0);

julia> isposdef(s)
true

julia> isposdef(cholesky(s)) # doesn't fail
true

Things are as expected if the 1×1 matrix has a negative entry, or it it's a regular matrix:

julia> isposdef(MArray{Tuple{1,1}}(-1.0))
false

julia> isposdef([0.0;;])
false

cecileane avatar Oct 24 '23 22:10 cecileane

I believe this bug is fixed by https://github.com/JuliaLang/julia/pull/49417/commits/ee3b7796ea25cbad8eafa4d49d0c7c19554b274d (basically, a generic cholesky method is being called that does not throw an error for positive semidefinite matrices), though this has not been incorporated as of the latest stable release (1.9.3).

bstkj avatar Nov 10 '23 01:11 bstkj

This package defines their own Cholesky implementation, which seems to still have this bug. The issue is fixed for general matrices, but not for StaticArrays.

jishnub avatar Jan 23 '24 10:01 jishnub

Yes, thank you for this. To confirm: the bug is still here using julia v0.10.0 and StaticArrays v1.9.1.

cecileane avatar Jan 24 '24 15:01 cecileane