[ https://issues.apache.org/jira/browse/MATH-1045?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13802790#comment-13802790 ]
Gilles commented on MATH-1045: ------------------------------ bq. We could also let the user specify the zero threshold as in the QRDecomposition class. That would be best, I also think. However, there is a practical problem in that there is currently a (deprecated) constructor with the required signature. :( Could you raise this issue on the "dev" ML, and ask confirmation on how to proceed? I seem to recall that such a (functionally non-compatible) change would now be acceptable, even in a minor release. > 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 > Labels: eigenvalue, singular > Attachments: MATH-1045.patch, 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.) -- This message was sent by Atlassian JIRA (v6.1#6144)