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https://issues.apache.org/jira/browse/MATH-1045?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13810261#comment-13810261
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Sean Owen commented on MATH-1045:
---------------------------------
This is a separate issue, but so minor not sure if it merits another JIRA.
While looking at this code I noticed this loop at EigenDecomposition:945 that
does nothing:
// Vectors of isolated roots
for (int i = 0; i < n; i++) {
if (i < 0 | i > n - 1) {
for (int j = i; j < n; j++) {
matrixP[i][j] = matrixT[i][j];
}
}
}
The 'if' can never be true. (Not to mention non-short-circuit boolean op there.)
> 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, MATH-1045_2.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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