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From "Luc Maisonobe (JIRA)" <j...@apache.org>
Subject [jira] Commented: (MATH-297) Eigenvector computation incorrectly returning vectors of NaNs
Date Sun, 29 Nov 2009 21:29:20 GMT

    [ https://issues.apache.org/jira/browse/MATH-297?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12783480#action_12783480
] 

Luc Maisonobe commented on MATH-297:
------------------------------------

Another step towards the solution has been checked in as of r885268.
Just as Bruce noticed one month ago (thanks), there was an improvement in dstqds and dqds
algorithms implemented in DLAR1V that are not in Dhillon's thesis.
The problem is still not completely solved as for example in dimension 3 the decomposition
of identity leads to 3 times the same
vector (0, 0, 1) instead of giving (1, 0, 0), (0, 1, 0) and (0, 0, 1).

> 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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