Despite being on this mailing list, I'm not very familiar with GSL, but I have experience solving eigenvalue problems as an end-user.
I'm going to assume that your matrix is singular, because that's common. If your problem is something else (e.g., you're running out of memory) then you should probably reply to the list with more details. Usually you have to resort to removing variables or units of analysis. If any of your variables have a perfect (or near perfect) correlation, you should combine them (or drop one, they're not providing usefully independent information in your sample if they're perfectly correlated). You could also add or remove units of analysis or even add in some units with some random noise. You might find one of these helpful: * Wothke, W. (1993). Testing structural equation models. In K. A. Bollen & J. S. Long (Eds.), Nonpositive definite matrices in structural modeling (pp. 256–293). Newbury Park, CA: Sage. doi:10.1093/sf/73.3.1161. * https://doi.org/10.1080/10705511.2020.1735393 * https://www.johndcook.com/blog/2012/06/13/matrix-condition-number/ * http://www.netlib.org/lapack/lug/node70.html (this from the LAPACK manual, not GSL, but it discusses solving Eigenvalue problems) -Alan On 1/19/2021 11:33 AM, Patrick Dupre wrote: > Hello, > > Is there a way to handle the possible error of gsl_eigen_nonsymmv ? > > For example, when the matrix is not diagonalizable. > > Thanks > > =========================================================================== > Patrick DUPRÉ | | email: pdu...@gmx.com > Laboratoire interdisciplinaire Carnot de Bourgogne > 9 Avenue Alain Savary, BP 47870, 21078 DIJON Cedex FRANCE > Tel: +33 (0)380395988 > =========================================================================== > > -- Alan D. Mead, Ph.D. President, Talent Algorithms Inc. science + technology = better workers http://www.alanmead.org The irony of this ... is that the Internet is both almost-infinitely expandable, while at the same time constrained within its own pre-defined box. And if that makes no sense to you, just reflect on the existence of Facebook. We have the vastness of the internet and yet billions of people decided to spend most of them time within a horribly designed, fake-news emporium of a website that sucks every possible piece of personal information out of you so it can sell it to others. And they see nothing wrong with that. -- Kieren McCarthy, commenting on why we are not all using IPv6