Hello,
before I fill in the bug report, I want to ask if anyone had similar
issue before. Maybe I simply misunderstood the whole idea behind
EigenDecomposition, but I think what I've come up with is in fact a
serious limitation.
I've tried to decompose a covariance matrix, approximately 1000x1000
big. After few seconds I've ended up with a
MaxIterationsExceededException. I've investigated the cause and found
the following field in EigenDecompositionImpl:
/** Maximum number of iterations accepted in the implicit QL
transformation */
private byte maxIter = 30;
Does anyone know any reason for hard-coding such value? What are the
true limitations of the EigenDecomposition? Is there any way to get
around it?
Best regards,
Maciej Rubikowski
Warsaw University of Technology / Institute of Computer Science
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