[SciPy-Dev] Strange results by eigs

Pauli Virtanen pav@iki...
Thu Oct 20 15:16:03 CDT 2011


(20.10.2011 19:57), Nils Wagner wrote:
[clip]
> 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 
matters.

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.

-- 
Pauli Virtanen



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