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