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Posted to user@commons.apache.org by Maciej Rubikowski <ro...@gmail.com> on 2011/11/28 22:41:06 UTC
[math] EigenDecompositionImpl -- maxIters causing troubles?
Hello,
before I fill in the bug report, I want to ask if anyone had similar
issue before. Maybe I simply misunderstood the whole idea behind
EigenDecomposition, but I think what I've come up with is in fact a
serious limitation.
I've tried to decompose a covariance matrix, approximately 1000x1000
big. After few seconds I've ended up with a
MaxIterationsExceededException. I've investigated the cause and found
the following field in EigenDecompositionImpl:
/** Maximum number of iterations accepted in the implicit QL
transformation */
private byte maxIter = 30;
Does anyone know any reason for hard-coding such value? What are the
true limitations of the EigenDecomposition? Is there any way to get
around it?
Best regards,
Maciej Rubikowski
Warsaw University of Technology / Institute of Computer Science
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Re: [math] EigenDecompositionImpl -- maxIters causing troubles?
Posted by Luc Maisonobe <Lu...@free.fr>.
Le 28/11/2011 22:41, Maciej Rubikowski a écrit :
> Hello,
Hi Maciej,
>
> before I fill in the bug report, I want to ask if anyone had similar
> issue before. Maybe I simply misunderstood the whole idea behind
> EigenDecomposition, but I think what I've come up with is in fact a
> serious limitation.
>
> I've tried to decompose a covariance matrix, approximately 1000x1000
> big. After few seconds I've ended up with a
> MaxIterationsExceededException. I've investigated the cause and found
> the following field in EigenDecompositionImpl:
>
> /** Maximum number of iterations accepted in the implicit QL
> transformation */
> private byte maxIter = 30;
>
> Does anyone know any reason for hard-coding such value? What are the
> true limitations of the EigenDecomposition? Is there any way to get
> around it?
We could probably add new constructors that would allow users to choose
another setting for this value, and let 30 be only a default one.
Did you try to temporarily change this limit in the code to see if this
solved your problem ? If so, you should open a Jira issue. Of course, if
you feel so inclined, you can also provide a patch for this, adding the
new constructors.
best regards,
Luc
>
>
> Best regards,
> Maciej Rubikowski
> Warsaw University of Technology / Institute of Computer Science
>
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