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From Ted Dunning <ted.dunn...@gmail.com>
Subject Re: [MATH] Repurposing a deprecated constructor in EigenDecomposition
Date Wed, 23 Oct 2013 15:50:55 GMT
On Wed, Oct 23, 2013 at 3:14 PM, Sean Owen <srowen@gmail.com> wrote:

> EigenDecomposition resembles QR in this respect, as far as they are
> implemented here. This argues for them to treat arguments similarly.
>

Actually not.  It is quite reasonable for the EigenDecomposition to stop
when singularity is reached.  This affects the shape of the eigenvector
matrix.

Perhaps add a new constructor with a double tolerance and a boolean that
says to stop early.  QR is subject to the same logic since partial QR is
often more useful than full QR with singular R.  This is the same logic as
with Cholesky since QR and Cholesky are two sides of the same coin in many
respects.

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