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changeset 10200:7c1b1c084af1

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handle cholesky update failure in pqpnonneg
author Jaroslav Hajek <highegg@gmail.com>
date Tue, 26 Jan 2010 09:48:07 +0100
parents 956eab916c86
children 5c66978f3fdf
files scripts/ChangeLog scripts/optimization/pqpnonneg.m
diffstat 2 files changed, 10 insertions(+), 1 deletions(-) [+]
line wrap: on
line diff
--- a/scripts/ChangeLog
+++ b/scripts/ChangeLog
@@ -1,3 +1,8 @@
+2010-01-26  Jaroslav Hajek  <highegg@gmail.com>
+
+	* optimization/pqpnonneg.m: If Cholesky update failed, switch off
+	updating but continue.
+
 2010-01-26  Jaroslav Hajek  <highegg@gmail.com>
 
 	* pkg/pkg.m: More complement -> setdiff changes.
--- a/scripts/optimization/pqpnonneg.m
+++ b/scripts/optimization/pqpnonneg.m
@@ -165,7 +165,11 @@
     p = [p(1:jdx-1), zidx, p(jdx:end)];
     if (usechol)
       ## insert the column into the Cholesky factorization.
-      r = cholinsert (r, jdx, c(p,zidx));
+      [r, bad] = cholinsert (r, jdx, c(p,zidx));
+      if (bad)
+        ## If the insertion failed, we switch off updates and go on.
+        usechol = false;
+      endif
     endif
 
   endwhile