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From "Alexander Kushkuley (JIRA)" <j...@apache.org>
Subject [jira] Created: (MATH-383) MaxIterationsExceededException in SVD (EigenDecompositionImpl.findEigenVectors ) caused by NaN
Date Wed, 07 Jul 2010 22:18:50 GMT
MaxIterationsExceededException in SVD (EigenDecompositionImpl.findEigenVectors ) caused by
NaN
----------------------------------------------------------------------------------------------

                 Key: MATH-383
                 URL: https://issues.apache.org/jira/browse/MATH-383
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 2.1
         Environment: Java 6
            Reporter: Alexander Kushkuley



In the following code fragment from EigenDecompositionImpl.findEigenVectors 

....................................................................
    for (int j = 0; j < n; j++) {
            int its = 0;
            int m;
            do {
                for (m = j; m < n - 1; m++) {
                    double delta = Math.abs(realEigenvalues[m]) + Math.abs(realEigenvalues[m
+ 1]);
                    if (Math.abs(e[m]) + delta == delta) {
                        break;
                    }
                }
          

                if (m != j) {
                    .........................................

the test for "(Math.abs(e[m]) + delta == delta)" is not executed  when m is equal to n -1.
As a result  e[m]  == 0 (does happen!) causes variables q and realEigenvalues[m] to become
NaN that in turn causes   "Math.abs(e[m]) + delta == delta)" to become always false.

My guess (seems to work) is that another test for e[m] == 0 is needed, so that the code becomes

   for (int j = 0; j < n; j++) {
            int its = 0;
            int m;
            do {
                for (m = j; m < n - 1; m++) {
                    double delta = Math.abs(realEigenvalues[m]) + Math.abs(realEigenvalues[m
+ 1]);
                    if (Math.abs(e[m]) + delta == delta) {
                        break;
                    }
                }
          
               // begin patch 
               if ( m == n - 1 && e[m-1] == 0 )
                       break;
               // end patch


                
               if (m != j) {
                    ......................................... 

or something like that



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