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Restarting chol when the flag indicates it has stopped due to singularity

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Henry Wolkowicz
Henry Wolkowicz on 4 Nov 2021
Answered: John D'Errico on 4 Nov 2021
[R,flag]=chol(X) yields flag = 41, i.e. X is not positive definite after the 41st pivot.
Can we remove row/col 41 and RESTART the chol without needing to redo the entire chol?

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Answers (1)

John D'Errico
John D'Errico on 4 Nov 2021
No.

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