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Thomas Neidhart commented on MATH-1045: --------------------------------------- We need to change the behavior for non-symmetric matrices as the eigenvalues are not sorted in this case. This patch relies on a descending sort order to determine if the decomposed matrix is singular, so this may fail in such a case. I will create a separate issue for this as it makes sense to always sort the eigenvalues imho. > 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 > Fix For: 3.3 > > 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)