
I am trying to calculate Cholesky factorization of a sparse 320 by 320 matrix with 2424 nonzeros. I know the matrix is symmetric and positive definite (eigenvalues are spread between 0.03 and 7328.95. by the way EVD takes a long time for this relatively
small matrix).
However, when I want to use Cholesky factorization, I get an error message : "Matrix must be positive definite."
Of course, the matrix is not wellconditioned but it is not also terrible. I am able to factorize matrices with larger condition number. What do you think the problem would be?
Thanks

