Hi Young,
The test we do currently, to verify correctness, is to take the purported
eigenvectors
and simply check how far off from eigen-ness they are, as well as verify all
of the
eigenvectors are orthonormal.
See org.apache.mahout.math.hadoop.decomposer.EigenVerificationJob for how
we do cleanup and verification of a eigen extraction.
-jake
On Wed, Apr 14, 2010 at 10:52 PM, Young Y Kim wrote:
> i'm testing my LanczosSolver and i'm having problems validating the result.
> if i'm not mistaken, V^T * A * V should equal T (from
> http://en.wikipedia.org/wiki/Lanczos_algorithm) but my
> LanczosSolver is producing a completely different result.
> how do i check if the resulting eigenvalues are correct?
>
> I've used the basis as V and triDiag as T in solver function. is that
> correct?
>