Maybe it should be added that Alex cites the ARPACK documentation<http://www.caam.rice.edu/software/ARPACK/UG/node136.html#SECTION001210000000000000000> and that the error codes in ARPACKExceptions refer to that.
2014-02-06 Alex <[email protected]>: > The ARPACK error means > > -3: NCV-NEV >= 2 and less than or equal to N > > > where NCV is the number of Arnoldi vectors. The default value is NCV=20, > however, this is adjusted according to > > (n <= 6) && (nev = max(n-1, nev)) > ncv = blas_int(min(max(2*nev+2, ncv), n)) > > > Which values do you use for N (size of covariance) and NEV= sigComponents? > > -- Med venlig hilsen Andreas Noack Jensen
