Tridiagonal QR decomposition has a faulty test for zero...
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Key: MATH-652
URL: https://issues.apache.org/jira/browse/MATH-652
Project: Commons Math
Issue Type: Bug
Affects Versions: 3.1
Environment: JAVA
Reporter: greg sterijevski
Fix For: 3.1
Attachments: tridiagonal
In the method getQT() of TriDiagonalTransformer we have:
public RealMatrix getQT() {
if (cachedQt == null) {
final int m = householderVectors.length;
cachedQt = MatrixUtils.createRealMatrix(m, m);
// build up first part of the matrix by applying Householder
transforms
for (int k = m - 1; k >= 1; --k) {
final double[] hK = householderVectors[k - 1];
cachedQt.setEntry(k, k, 1);
final double inv = 1.0 / (secondary[k - 1] * hK[k]);
if (hK[k] != 0.0) {
double beta = 1.0 / secondary[k - 1];
The faulty line is : final double inv = 1.0 / (secondary[k - 1] * hK[k]);
It should be put after the test for the zero, eg:
public RealMatrix getQT() {
if (cachedQt == null) {
final int m = householderVectors.length;
cachedQt = MatrixUtils.createRealMatrix(m, m);
// build up first part of the matrix by applying Householder
transforms
for (int k = m - 1; k >= 1; --k) {
final double[] hK = householderVectors[k - 1];
cachedQt.setEntry(k, k, 1);
if (hK[k] != 0.0) {
final double inv = 1.0 / (secondary[k - 1] * hK[k]);
double beta = 1.0 / secondary[k - 1];
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