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From "Sean Owen (JIRA)" <j...@apache.org>
Subject [jira] [Created] (MATH-1045) EigenDecomposition.Solver should consider tiny values 0 for purposes of determining singularity
Date Tue, 22 Oct 2013 13:12:41 GMT
Sean Owen created MATH-1045:
-------------------------------

             Summary: EigenDecomposition.Solver should consider tiny values 0 for purposes
of determining singularity
                 Key: MATH-1045
                 URL: https://issues.apache.org/jira/browse/MATH-1045
             Project: Commons Math
          Issue Type: Bug
    Affects Versions: 3.2
            Reporter: Sean Owen
            Priority: Minor
         Attachments: MATH-1045.patch

EigenDecomposition.Solver tests for singularity by comparing eigenvalues to 0 for exact equality.
Elsewhere in the class and in the code, of course, very small values are considered 0. This
causes the solver to consider some singular matrices as non-singular.

The patch here includes a test as well showing the behavior -- the matrix is clearly singular
but isn't considered as such since one eigenvalue are ~1e-14 rather than exactly 0.

(What I am not sure of is whether we should really be evaluating the *norm* of the imaginary
eigenvalues rather than real/imag components separately. But the javadoc says the solver only
supports real eigenvalues anyhow, so it's kind of moot since imag=0 for all eigenvalues.)



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