Re: [julia-users] Re: eigs fails silently

Right, ARPACK only enforces the projection for the generalized problem. I think your example relies on roundoff error in the orthogonalization step to populate the null space. With regard to semi-definite B (or C in the OP), the shifted version of the algorithm (mode 3 in ARPACK) will work for

Re: [julia-users] Re: eigs fails silently

Oh gosh! It's terrible that we're trying to factor the second matrix. It's quite common that the second matrix in a generalized eigenvalue problem is not positive definite. If we can't get this fixed soon, I'm going to have to resort to Matlab for my current project...! On Sat, Aug 6, 2016 at

Re: [julia-users] Re: eigs fails silently

The 0.5 behavior is the same as Fortran, and is technically correct. ARPACK cannot create more (orthogonal) Krylov vectors than the rank of the matrix A, so your example needs the additional keyword ncv=2. This doesn't seem to be adequately documented in arpack-ng either. The 0.4 behavior

Re: [julia-users] Re: eigs fails silently

Looked a bit more into this. It was great to be able use Gallium for this by the way. I was able to figure out what the issue is on 0.4. We are not checking error codes returned from ARPACK. The check was added in

Re: [julia-users] Re: eigs fails silently

Actually: I'm not sure we should chalk the error up to ARPACK. Julia 0.4 is able to produce a (correct, I think) answer to eigs(A, C) but 0.5 gives an ARPACK error. I don't suppose ARPACK changed between Julia versions...!? On Sat, Aug 6, 2016 at 1:54 AM, Madeleine Udell

Re: [julia-users] Re: eigs fails silently

Andreas, thanks for the investigation. I'll use 0.5 for now, and hope the real problems I encounter are within the capabilities of ARPACK. It's embarrassing to be bested by Matlab... On Fri, Aug 5, 2016 at 9:23 PM, Andreas Noack wrote: > I've looked a bit into

[julia-users] Re: eigs fails silently

I've looked a bit into this. I believe there is a bug in the Julia wrappers on 0.4. The good news is that the bug appears to be fixed on 0.5. The bad news is the ARPACK seems to have a hard time with the problem. I get julia> eigs(A,C,nev = 1, which = :LR)[1] ERROR: