Bug #30

No Hessian errors or negative eigen values but SD report not created

Added by Mark Maunder over 2 years ago. Updated about 2 years ago.

Status:ClosedStart date:02/27/2012
Priority:NormalDue date:
Assignee:-% Done:

0%

Category:-
Target version:ADMB 11

Description

No Hessian errors or negative eigen values but SD report not created

History

#1 Updated by Johnoel Ancheta over 2 years ago

Does not output .std file with the borland compiler. Vc10 and xcode do output the file.

#2 Updated by Johnoel Ancheta over 2 years ago

  • Status changed from New to Closed

Resolved revision 280.

The issue was with computing the determinant to check if the matrix was singular.
According to http://en.wikipedia.org/wiki/LU_decomposition (Computing the determinant),
all that is needed is to multiply the diagonal values of the upper matrix (U(1,1) * ... * U(i,i) * ... * U(n,n))
and check that it is non zero.

If the diagonal has large values, then for some cases it will multiple
to greater than then max double. The Borland compiler will throw an
Overflow exception and stop the program. Others will ignore and
continue executing.

Easier way is just to check that there is no zero's on the diagonal.

#3 Updated by Johnoel Ancheta about 2 years ago

  • Target version set to ADMB 11

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