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Posted to issues@commons.apache.org by "Thomas Neidhart (Commented) (JIRA)" <ji...@apache.org> on 2012/01/22 12:21:40 UTC
[jira] [Commented] (MATH-652) Tridiagonal QR decomposition has a
faulty test for zero...
[ https://issues.apache.org/jira/browse/MATH-652?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13190649#comment-13190649 ]
Thomas Neidhart commented on MATH-652:
--------------------------------------
Patched in r1234486.
> Tridiagonal QR decomposition has a faulty test for zero...
> -----------------------------------------------------------
>
> Key: MATH-652
> URL: https://issues.apache.org/jira/browse/MATH-652
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 3.1
> Environment: JAVA
> Reporter: greg sterijevski
> Labels: TriDiagonalTransformer
> Fix For: 3.0
>
> Attachments: tridiagonal
>
> Original Estimate: 1h
> Remaining Estimate: 1h
>
> 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];
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