What steps will reproduce the problem?
1. Follow the tutorial on:
http://pmtk3.googlecode.com/svn/trunk/docs/tutorial/html/tutFoundations.html
2. From this line on I get different outputs to the ones shown in the tutorial:
m2 = gaussFit(X(1:50,:)); cond(m2.Sigma)
3. Later, this crashes: L = gaussLogprob(m3, X);
Saying: ??? Error using ==> chol
Matrix must be positive definite.
What is the expected output? What do you see instead?
An output for L is expected. I get an error.
What version / revision of the product are you using? On what operating
system?
R2011a (64bit) on Windows 7 64bit system
Please provide any additional information below.
Looking inside the gaussLogprob function, it says:
% Full covariance case
if 0
logp2 = -0.5*sum((X/Sigma).*X, 2);
logZ2 = (d/2)*log(2*pi) + 0.5*logdet(Sigma);
logp2 = logp2 - logZ2;
end
% slightly faster version
R = chol(Sigma);
logp = -0.5*sum((X/R).^2, 2);
logZ = 0.5*d*log(2*pi) + sum(log(diag(R)));
logp = logp - logZ;
Maybe the 'if 0' should be replaced by a test for positive definiteness.
Original issue reported on code.google.com by arnold.m...@gmail.com on 5 Jul 2011 at 1:12
Original issue reported on code.google.com by
arnold.m...@gmail.com
on 5 Jul 2011 at 1:12