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https://issues.apache.org/jira/browse/MATH-601?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13069983#comment-13069983
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greg sterijevski commented on MATH-601:
---------------------------------------
Sorry,
Sent the previous inadvertently,
f( FastMath.abs(tol) < FastMath.sqrt( MathUtils.SAFE_MIN) ){
tol = FastMath.sqrt( MathUtils.SAFE_MIN);
}
That should guard against the case of a small matrix with small eigenvalues.
-Greg
On Sat, Jul 23, 2011 at 10:31 AM, Greg Sterijevski
> SingularValueDecompositionImpl psuedoinverse is not consistent with Rank
> calculation
> ------------------------------------------------------------------------------------
>
> Key: MATH-601
> URL: https://issues.apache.org/jira/browse/MATH-601
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.2, 3.0
> Environment: All
> Reporter: greg sterijevski
> Labels: Pseudoinverse
> Attachments: SingularValueDecompositionImpl.patch
>
> Original Estimate: 24h
> Remaining Estimate: 24h
>
> In the SingularValueDecompositionImpl's internal private class Solver, a
> pseudo inverse matrix is calculated:
> In lines 2600-264 we have:
> if (singularValues[i] > 0) {
> a = 1 / singularValues[i];
> } else {
> a = 0;
> }
> This is not consistent with the manner in which rank is determined (lines 225
> to 233). That is to say a matrix could potentially be rank deficient, yet the
> psuedoinverse would still include the redundant columns...
> Also, there is the problem of very small singular values which could result
> in overflow.
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