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From "Phil Steitz (JIRA)" <j...@apache.org>
Subject [jira] Closed: (MATH-318) wrong result in eigen decomposition
Date Sat, 03 Apr 2010 20:49:27 GMT

     [ https://issues.apache.org/jira/browse/MATH-318?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Phil Steitz closed MATH-318.
----------------------------


> wrong result in eigen decomposition
> -----------------------------------
>
>                 Key: MATH-318
>                 URL: https://issues.apache.org/jira/browse/MATH-318
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 2.0
>            Reporter: Luc Maisonobe
>             Fix For: 2.1
>
>
> Some results computed by EigenDecompositionImpl are wrong. The following case computed
by Fortran Lapack fails with version 2.0
> {code}
>     public void testMathpbx02() {
>         double[] mainTridiagonal = {
>         	  7484.860960227216, 18405.28129035345, 13855.225609560746,
>         	 10016.708722343366, 559.8117399576674, 6750.190788301587, 
>         	    71.21428769782159
>         };
>         double[] secondaryTridiagonal = {
>         	 -4175.088570476366,1975.7955858241994,5193.178422374075, 
>         	  1995.286659169179,75.34535882933804,-234.0808002076056
>         };
>         // the reference values have been computed using routine DSTEMR
>         // from the fortran library LAPACK version 3.2.1
>         double[] refEigenValues = {
>         		20654.744890306974412,16828.208208485466457,
>         		6893.155912634994820,6757.083016675340332,
>         		5887.799885688558788,64.309089923240379,
>         		57.992628792736340
>         };
>         RealVector[] refEigenVectors = {
>         		new ArrayRealVector(new double[] {-0.270356342026904, 0.852811091326997, 0.399639490702077,
0.198794657813990, 0.019739323307666, 0.000106983022327, -0.000001216636321}),
>         		new ArrayRealVector(new double[] {0.179995273578326,-0.402807848153042,0.701870993525734,0.555058211014888,0.068079148898236,0.000509139115227,-0.000007112235617}),
>         		new ArrayRealVector(new double[] {-0.399582721284727,-0.056629954519333,-0.514406488522827,0.711168164518580,0.225548081276367,0.125943999652923,-0.004321507456014}),
>         		new ArrayRealVector(new double[] {0.058515721572821,0.010200130057739,0.063516274916536,-0.090696087449378,-0.017148420432597,0.991318870265707,-0.034707338554096}),
>         		new ArrayRealVector(new double[] {0.855205995537564,0.327134656629775,-0.265382397060548,0.282690729026706,0.105736068025572,-0.009138126622039,0.000367751821196}),
>         		new ArrayRealVector(new double[] {-0.002913069901144,-0.005177515777101,0.041906334478672,-0.109315918416258,0.436192305456741,0.026307315639535,0.891797507436344}),
>         		new ArrayRealVector(new double[] {-0.005738311176435,-0.010207611670378,0.082662420517928,-0.215733886094368,0.861606487840411,-0.025478530652759,-0.451080697503958})
>         };
>         // the following line triggers the exception
>         EigenDecomposition decomposition =
>             new EigenDecompositionImpl(mainTridiagonal, secondaryTridiagonal, MathUtils.SAFE_MIN);
>         double[] eigenValues = decomposition.getRealEigenvalues();
>         for (int i = 0; i < refEigenValues.length; ++i) {
>             assertEquals(refEigenValues[i], eigenValues[i], 1.0e-3);
>             if (refEigenVectors[i].dotProduct(decomposition.getEigenvector(i)) < 0)
{
>                 assertEquals(0, refEigenVectors[i].add(decomposition.getEigenvector(i)).getNorm(),
1.0e-5);
>             } else {
>                 assertEquals(0, refEigenVectors[i].subtract(decomposition.getEigenvector(i)).getNorm(),
1.0e-5);
>             }
>         }
>     }
> {code}

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