[SciPy-Dev] Strange results by eigs
Thu Oct 20 15:16:03 CDT 2011
(20.10.2011 19:57), Nils Wagner wrote:
> It means that there is no check for B inside eigs.
> IMHO, a warning should be raised if B is not hermitian
> positive (semi-)definite.
That could be useful.
Checking PD is may be more expensive since it requires trying to do a
Cholesky decomposition. Would need some benchmarks to check whether it
It's also possible to do the check only for dense matrices. Scipy
doesn't have a sparse Cholesky at the moment, and moreover, the linear
operator can be an arbitrary function with no way to obtain the transpose.
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