Reik H. Börger
reikhboerger at gmx.de
Mon Nov 29 06:49:27 CST 2004
I encountered the following problem: When giving a symmetric matrix (so
only real entries) to the function linalg.eig, then it can happen, that
eigenvalues and eigenvectors are complex.
I admit, that the matrix has almost collinear columns and the imaginary
part of the eigenvalues/eigenvectors is almost zero (10^-15). But this
shouldn't happen, since everything in this problem is only real.
I came to that problem when generating multivariate normal random
variables with stats.rv.multivariate_normal.
By the way, I typed the matrix into Maple, and it delivers only real
results. So there should be a stable algorithm.
thanks for reading
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