commons-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Gilles (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (MATH-1176) QRDecomposition does not detect the matrix singularity
Date Thu, 04 Dec 2014 13:18:13 GMT

    [ https://issues.apache.org/jira/browse/MATH-1176?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14234192#comment-14234192
] 

Gilles commented on MATH-1176:
------------------------------

"QRDecompositionTest" contains a test with the *transposed* matrix of your example, and a
check for singularity that _passes_.
Here are the values of "rDiag"
* for the case reported:
rDiag: -8.12403840463596, 0.9045340337332888, 2.220446049250313E-16
* for the transpose:
rDiag: -3.7416573867739413, 1.9639610121239321, 0.0


> QRDecomposition does not detect the matrix singularity
> ------------------------------------------------------
>
>                 Key: MATH-1176
>                 URL: https://issues.apache.org/jira/browse/MATH-1176
>             Project: Commons Math
>          Issue Type: Bug
>    Affects Versions: 3.3
>            Reporter: alberto trivellato
>            Priority: Minor
>
> QRDecomposition fails this test. The default contructor sets the threshold=0, so we will
never have abs(Rii) <= 0
> public void testSimpleRankDeficient() throws Exception {
> 		double[][] A = new double[][] { 
> 				{ 1, 2, 3 }, 
> 				{ 4, 5, 6 },
> 				{ 7, 8, 9 }};
> 		//this matrix is singular			
> 		
> 		RealMatrix M2 = MatrixUtils.createRealMatrix(A);
> 		QRDecomposition qr2 = new QRDecomposition(M2);
> 		assertFalse(qr2.getSolver().isNonSingular());//this fails
> }



--
This message was sent by Atlassian JIRA
(v6.3.4#6332)

Mime
View raw message