[MATH-1051] EigenDecomposition may not converge for certain matrices

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 3.2
• Fix Version/s: 3.3
• Assignee: Unassigned
• Reporter: Thomas Neidhart
• Created: 31/Oct/13 20:01
• Updated: 19/May/14 15:13
• Resolved: 31/Oct/13 20:06

Description

Jama-1.0.3 contains a bugfix for certain matrices where the original code goes into an infinite loop.

The commons-math translations would throw a MaxCountExceededException, so fails to compute the eigen decomposition.

Port the fix from jama to CM.