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From "Bruce A Johnson (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-297) Eigenvector computation incorrectly returning vectors of NaNs
Date Tue, 27 Oct 2009 11:48:59 GMT

    [ https://issues.apache.org/jira/browse/MATH-297?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12770474#action_12770474
] 

Bruce A Johnson commented on MATH-297:
--------------------------------------

Thanks.

The problem seems to be a divide by zero error with the variable diP1 in the following code,
but this is probably as far as I'll get in debugging it:
{noformat}
   private void stationaryQuotientDifferenceWithShift(final double[] d, final double[] l,
                                                       final double lambda) {
        final int nM1 = d.length - 1;
        double si = -lambda;
        for (int i = 0, sixI = 0; i < nM1; ++i, sixI += 6) {
            final double di   = d[i];
            final double li   = l[i];
            final double diP1 = di + si;
            final double liP1 = li * di / diP1;
            work[sixI]        = si;
            work[sixI + 1]    = diP1;
            work[sixI + 2]    = liP1;
            si = li * liP1 * si - lambda;
        }
        work[6 * nM1 + 1] = d[nM1] + si;
        work[6 * nM1]     = si;
    }
{noformat}

> Eigenvector computation incorrectly returning vectors of NaNs
> -------------------------------------------------------------
>
>                 Key: MATH-297
>                 URL: https://issues.apache.org/jira/browse/MATH-297
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.0
>            Reporter: Phil Steitz
>             Fix For: 2.1
>
>
> As reported by Axel Kramer on commons-dev, the following test case succeeds, but should
fail:
> {code}
> public void testEigenDecomposition() {
>     double[][] m = { { 0.0, 1.0, -1.0 }, { 1.0, 1.0, 0.0 }, { -1.0,0.0, 1.0 } };
>     RealMatrix rm = new Array2DRowRealMatrix(m);
>     assertEquals(rm.toString(),
>         "Array2DRowRealMatrix{{0.0,1.0,-1.0},{1.0,1.0,0.0},{-1.0,0.0,1.0}}");
>     EigenDecompositionImpl ed = new EigenDecompositionImpl(rm,
>         MathUtils.SAFE_MIN);
>     RealVector rv0 = ed.getEigenvector(0);
>     assertEquals(rv0.toString(), "{(NaN); (NaN); (NaN)}");
>   }
> {code}
> ed.getRealEigenvalues() returns the correct eigenvalues (2, 1, -1), but all three eigenvectors
contain only NaNs.

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