| 00:00 - 00:02 | Our Matlab program is messed up |
| 00:02 - 00:04 | I'm sick of it. |
| 00:05 - 00:06 | These guys are idiots, let me explain it! |
| 00:07 - 00:08 | Easy there. |
| 00:08 - 00:11 | So why is your program not working? |
| 00:12 - 00:13 | The BFGS method? |
| 00:13 - 00:16 | We are doing everything right, it's the Matlab that's screwed |
| 00:16 - 00:18 | Matlab can't be the problem... |
| 00:18 - 00:21 | But we have everything right! |
| 00:21 - 00:25 | The damn program is always telling us |
| 00:25 - 00:27 | our initial B matrix isn't positive definite |
| 00:28 - 00:29 | but we know it is! |
| 00:30 - 00:33 | Damn chol function, allways returning 0... |
| 00:34 - 00:37 | How can we work like this!? |
| 00:37 - 00:38 | That's the Cholesky factorization! |
| 00:39 - 00:41 | p = 0 If the matrix is positive definite! |
| 00:41 - 00:44 | 0 is true? That can't be right... |
| 00:44 - 00:46 | Yes! Chol makes p = 0 if the matrix is positive definite! |
