[MATH-848] EigenDecomposition fails for certain matrices

• Type: Bug
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: 3.1
• Fix Version/s: 3.1
• Assignee: Thomas Neidhart
• Reporter: Thomas Neidhart
• Created: 16/Aug/12 20:09
• Updated: 04/Mar/13 18:53
• Resolved: 23/Sep/12 19:35

Description

The Schurtransformation of the following matrix fails, which is a preliminary step for the Eigendecomposition:

RealMatrix m = MatrixUtils.DEFAULT_FORMAT.parse("{{0.184944928,-0.0646971046,0.0774755812,-0.0969651755,-0.0692648806,0.3282344352,-0.0177423074,0.206313634},{-0.0742700134,-0.028906303,-0.001726946,-0.0375550146,-0.0487737922,-0.2616837868,-0.0821201295,-0.2530000167},

{0.2549910127,0.0995733692,-0.0009718388,0.0149282808,0.1791878897,-0.0823182816,0.0582629256,0.3219545182}

,{-0.0694747557,-0.1880649148,-0.2740630911,0.0720096468,-0.1800836914,-0.3518996425,0.2486747833,0.6257938167},

{0.0536360918,-0.1339297778,0.2241579764,-0.0195327484,-0.0054103808,0.0347564518,0.5120802482,-0.0329902864}

,{-0.5933332356,-0.2488721082,0.2357173629,0.0177285473,0.0856630593,-0.35671263,-0.1600668126,-0.1010899621},{-0.0514349819,-0.0854319435,0.1125050061,0.006345356,-0.2250000688,-0.220934309,0.1964623477,-0.1512329924},{0.0197395947,-0.1997170581,-0.1425959019,-0.274947791,-0.0969467073,0.060368852,-0.2826905192,0.1794315473}}");