Is this a new bug?

A'*A, its eigenvalues' calculated results has a negetive value:
C =
0.0215 -0.0014 -0.2572
-0.0014 0.0006 0.1029
-0.2572 0.1029 18.0000
eig(C'*C)
ans =
-1.22819777351878e-17
0.000316768541555439
324.153592202518

3 commentaires

Walter Roberson
Walter Roberson le 21 Juil 2020
which release and OS are you using?
1.31720860254795e-10
0.000317607460000373
324.153629422408
Bruno Luong
Bruno Luong le 21 Juil 2020
Before asking for release make sure you guys exchange data not from screen display.
Walter Roberson
Walter Roberson le 21 Juil 2020
num2hex can show us the exact values you used

Réponses (1)

Bruno Luong
Bruno Luong le 21 Juil 2020
Modifié(e) : Bruno Luong le 21 Juil 2020

0 votes

Numerical inaccuracy limitation. Nothing new in this front and no one consider them as BUG.
Sometime symmetrize the matrix help
D = C'*C;
eig(0.5*(D + D'))
Further reading if the above is not enough to solve the "bug": nearest SPD

Cette question est clôturée.

Tags

Question posée :

le 21 Juil 2020

Clôturé :

le 20 Août 2021

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