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From Maciek Rubikowski <roob...@gmail.com>
Subject Re: Re: [math] EigenDecompositionImpl -- maxIters causing troubles?
Date Tue, 29 Nov 2011 21:40:34 GMT
Hi Luc,

it is exactly as you've described. After manually setting maxIters to
100, I was able to find eigenvectors for bigger matrices.
Tomorrow I'll decide whether to open an issue or implement new
constructors myself.


Thanks & BRs,
Maciek Rubikowski


> ---------- Wiadomość przekazana dalej ----------
> From: Luc Maisonobe <Luc.Maisonobe@free.fr>
> To: Commons Users List <user@commons.apache.org>
> Date: Tue, 29 Nov 2011 20:48:54 +0100
> Subject: Re: [math] EigenDecompositionImpl -- maxIters causing troubles?
> Le 28/11/2011 22:41, Maciej Rubikowski a écrit :
>> Hello,
>
> Hi Maciej,
>
>>
>> before I fill in the bug report, I want to ask if anyone had similar
>> issue before. Maybe I simply misunderstood the whole idea behind
>> EigenDecomposition, but I think what I've come up with is in fact a
>> serious limitation.
>>
>> I've tried to decompose a covariance matrix, approximately 1000x1000
>> big. After few seconds I've ended up with a
>> MaxIterationsExceededException. I've investigated the cause and found
>> the following field in EigenDecompositionImpl:
>>
>> /** Maximum number of iterations accepted in the implicit QL
>> transformation */
>> private byte maxIter = 30;
>>
>> Does anyone know any reason for hard-coding such value? What are the
>> true limitations of the EigenDecomposition? Is there any way to get
>> around it?
>
> We could probably add new constructors that would allow users to choose
> another setting for this value, and let 30 be only a default one.
>
> Did you try to temporarily change this limit in the code to see if this
> solved your problem ? If so, you should open a Jira issue. Of course, if
> you feel so inclined, you can also provide a patch for this, adding the
> new constructors.
>
> best regards,
> Luc
>
>>
>>
>> Best regards,
>> Maciej Rubikowski
>> Warsaw University of Technology / Institute of Computer Science
>>
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>
>
>
>

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