Sean Owen created MATH-1045:
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Summary: 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
Attachments: 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.)
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