[MATH-652] Tridiagonal QR decomposition has a faulty test for zero...

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 3.1
• Fix Version/s: 3.0
• Labels: TriDiagonalTransformer

Environment

JAVA

• Assignee: Unassigned
• Reporter: greg sterijevski
• Created: 25/Aug/11 02:17
• Updated: 24/Mar/12 16:17
• Resolved: 22/Jan/12 11:20

Description

In the method getQT() of TriDiagonalTransformer we have:

public RealMatrix getQT() {
if (cachedQt == null) {
final int m = householderVectors.length;
cachedQt = MatrixUtils.createRealMatrix(m, m);

// build up first part of the matrix by applying Householder transforms
for (int k = m - 1; k >= 1; --k) {
final double[] hK = householderVectors[k - 1];
cachedQt.setEntry(k, k, 1);
final double inv = 1.0 / (secondary[k - 1] * hK[k]);
if (hK[k] != 0.0) {
double beta = 1.0 / secondary[k - 1];

The faulty line is : final double inv = 1.0 / (secondary[k - 1] * hK[k]);
It should be put after the test for the zero, eg:

public RealMatrix getQT() {
if (cachedQt == null) {
final int m = householderVectors.length;
cachedQt = MatrixUtils.createRealMatrix(m, m);

// build up first part of the matrix by applying Householder transforms
for (int k = m - 1; k >= 1; --k) {
final double[] hK = householderVectors[k - 1];
cachedQt.setEntry(k, k, 1);
if (hK[k] != 0.0) {
final double inv = 1.0 / (secondary[k - 1] * hK[k]);
double beta = 1.0 / secondary[k - 1];