lanczos problem

[Young Y Kim <yo...@gmail.com>]

i'm testing my LanczosSolver and i'm having problems validating the result.
if i'm not mistaken, V^T * A * V should equal T (from
http://en.wikipedia.org/wiki/Lanczos_algorithm) but my
LanczosSolver is producing a completely different result.
how do i check if the resulting eigenvalues are correct?

I've used the basis as V and triDiag as T in solver function. is that
correct?

Re: lanczos problem

[Grant Ingersoll <gs...@apache.org>]

Can you share your unit test?

On Apr 15, 2010, at 1:52 AM, Young Y Kim wrote:

> i'm testing my LanczosSolver and i'm having problems validating the result.
> if i'm not mistaken, V^T * A * V should equal T (from
> http://en.wikipedia.org/wiki/Lanczos_algorithm) but my
> LanczosSolver is producing a completely different result.
> how do i check if the resulting eigenvalues are correct?
> 
> I've used the basis as V and triDiag as T in solver function. is that
> correct?

--------------------------
Grant Ingersoll
http://www.lucidimagination.com/

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Re: lanczos problem

[Jake Mannix <ja...@gmail.com>]

Hi Young,

  The test we do currently, to verify correctness, is to take the purported
eigenvectors
and simply check how far off from eigen-ness they are, as well as verify all
of the
eigenvectors are orthonormal.

  See org.apache.mahout.math.hadoop.decomposer.EigenVerificationJob for how
we do cleanup and verification of a eigen extraction.

  -jake

On Wed, Apr 14, 2010 at 10:52 PM, Young Y Kim <yo...@gmail.com> wrote:

> i'm testing my LanczosSolver and i'm having problems validating the result.
> if i'm not mistaken, V^T * A * V should equal T (from
> http://en.wikipedia.org/wiki/Lanczos_algorithm) but my
> LanczosSolver is producing a completely different result.
> how do i check if the resulting eigenvalues are correct?
>
> I've used the basis as V and triDiag as T in solver function. is that
> correct?
>