[MATH-297] Eigenvector computation incorrectly returning vectors of NaNs

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 2.0
• Fix Version/s: 2.1
• Assignee: Unassigned
• Reporter: Phil Steitz
• Created: 20/Sep/09 14:33
• Updated: 14/Apr/10 00:16
• Resolved: 25/Jan/10 17:58

Description

As reported by Axel Kramer on commons-dev, the following test case succeeds, but should fail:

public void testEigenDecomposition() {
    double[][] m = { { 0.0, 1.0, -1.0 }, { 1.0, 1.0, 0.0 }, { -1.0,0.0, 1.0 } };
    RealMatrix rm = new Array2DRowRealMatrix(m);
    assertEquals(rm.toString(),
        "Array2DRowRealMatrix{{0.0,1.0,-1.0},{1.0,1.0,0.0},{-1.0,0.0,1.0}}");
    EigenDecompositionImpl ed = new EigenDecompositionImpl(rm,
        MathUtils.SAFE_MIN);
    RealVector rv0 = ed.getEigenvector(0);
    assertEquals(rv0.toString(), "{(NaN); (NaN); (NaN)}");
  }

ed.getRealEigenvalues() returns the correct eigenvalues (2, 1, -1), but all three eigenvectors contain only NaNs.