LDLT incorrectly identifies non-positive-semi-definite matrix as positive

Submitted by Charles Collicutt

Assigned to Nobody

Link to original bugzilla bug (#608)
Version: 3.1

Description

Created attachment 340
Example of a non-positive-semi-definite matrix being misidentified as positive semi-definite.

The following matrix is not positive semi-definite:

1 2
2 1

It's an example matrix from the Wikipedia page on positive definiteness: http://en.wikipedia.org/wiki/Positive-definite_matrix

However, Eigen thinks it is positive semi-definite. See attached code example, in which Eigen::LDLT::isPositive() returns true.

Attachment 340, "Example of a non-positive-semi-definite matrix being misidentified as positive semi-definite.":
posdef.cpp

Blocking

#387 (closed)