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Date: Tue, 29 Nov 2011 20:48:54 +0100
From: Luc Maisonobe <Luc.Maisonobe@free.fr>
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To: Commons Users List <user@commons.apache.org>
Subject: Re: [math] EigenDecompositionImpl -- maxIters causing troubles?
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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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