[SciPy-Dev] Strange results by eigs

josef.pktd@gmai... josef.pktd@gmai...
Thu Oct 20 15:39:28 CDT 2011


On Thu, Oct 20, 2011 at 4:16 PM, Pauli Virtanen <pav@iki.fi> wrote:
> (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.

none of the scipy numpy eigh functions do a check.

Since I use them mostly for gram, covariance matrices, where I already
know it's symmetric, I wouldn't like any expensive checks, in linalg,
I don't use sparse so far.

user responsibility to check the doc string ?

Josef

>
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> Pauli Virtanen
>
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