Re: [eigen] inconsistency in fast eigen decomposition |
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- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] inconsistency in fast eigen decomposition
- From: Gael Guennebaud <gael.guennebaud@xxxxxxxxx>
- Date: Thu, 3 Feb 2011 14:58:34 +0100
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he is not using something which is officially in eigen, but a function
which is in bench/eig33.cpp that I added for benchmarking purpose and
possible inclusion in Eigen in the future. The main question is how to
integrate it (option of SelfAdjointEigenSolver, a new class, both...)
That can be discussed for 3.1 since there already is a template
Options parameter in SelfAdjointEigenSolver.
gael
On Thu, Feb 3, 2011 at 2:24 PM, Benoit Jacob <jacob.benoit.1@xxxxxxxxx> wrote:
> Could a unit test be added? Maybe just take his matrix, decompose,
> reconstruct original matrix, compare. My understanding is that before
> your fix, eigen would have given a completely wrong reconstructed
> matrix, so just a fuzzy compare at default test precision would be
> good enough.
>
> Benoit
>
> 2011/2/3 Gael Guennebaud <gael.guennebaud@xxxxxxxxx>:
>> yes but was is strange in Radu's example is that the direct method
>> find a negative eigenvalue while they should all be positive (or equal
>> to zero). I guess that's because of the multiple trigonometric
>> functions. Anyway, now I start to compute the eigenvectors from the
>> biggest eigenvalue and compute the last eigenvectors from the first
>> two while taking care of some degenerated cases.
>>
>> gael
>>
>> On Thu, Feb 3, 2011 at 1:52 PM, Benoit Jacob <jacob.benoit.1@xxxxxxxxx> wrote:
>>> Yeah, it's hard to be accurate when there are degenerate eigenvalues.
>>> Radu's example had well separated eigenvalues.
>>
>>
>>
>
>
>