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Closed

Eigenvalues nonconvergence

description

User submitted a matrix that throws NonconvergenceException when computing eigenvalues. The matrix is 276 X 276, so I won't attach it here, but it should become part of test suite.
Closed Sep 10, 2015 at 6:11 AM by ichbin

comments

ichbin wrote Aug 19, 2015 at 8:54 PM

138 of the eigenvalues are zero and QR algorithm is known to have problems with highly degenerate eigenvalues. Issue can be resolved by isolating "cheap" eigenvalues before QR algorithm. Cheap eigenvalues are those that can be brought on to the diagonal simply by permuting indexes.

wrote Sep 10, 2015 at 6:11 AM

Resolved with changeset 73356.