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From "Alexander Kushkuley (JIRA)" <j...@apache.org>
Subject [jira] Created: (MATH-383) MaxIterationsExceededException in SVD (EigenDecompositionImpl.findEigenVectors ) caused by NaN
Date Wed, 07 Jul 2010 22:18:50 GMT
```MaxIterationsExceededException in SVD (EigenDecompositionImpl.findEigenVectors ) caused by
NaN
----------------------------------------------------------------------------------------------

Key: MATH-383
URL: https://issues.apache.org/jira/browse/MATH-383
Project: Commons Math
Issue Type: Bug
Affects Versions: 2.1
Environment: Java 6
Reporter: Alexander Kushkuley

In the following code fragment from EigenDecompositionImpl.findEigenVectors

....................................................................
for (int j = 0; j < n; j++) {
int its = 0;
int m;
do {
for (m = j; m < n - 1; m++) {
double delta = Math.abs(realEigenvalues[m]) + Math.abs(realEigenvalues[m
+ 1]);
if (Math.abs(e[m]) + delta == delta) {
break;
}
}

if (m != j) {
.........................................

the test for "(Math.abs(e[m]) + delta == delta)" is not executed  when m is equal to n -1.
As a result  e[m]  == 0 (does happen!) causes variables q and realEigenvalues[m] to become
NaN that in turn causes   "Math.abs(e[m]) + delta == delta)" to become always false.

My guess (seems to work) is that another test for e[m] == 0 is needed, so that the code becomes

for (int j = 0; j < n; j++) {
int its = 0;
int m;
do {
for (m = j; m < n - 1; m++) {
double delta = Math.abs(realEigenvalues[m]) + Math.abs(realEigenvalues[m
+ 1]);
if (Math.abs(e[m]) + delta == delta) {
break;
}
}

// begin patch
if ( m == n - 1 && e[m-1] == 0 )
break;
// end patch

if (m != j) {
.........................................

or something like that

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