Is this a new bug?
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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 comentarios
Walter Roberson
el 21 de Jul. de 2020
which release and OS are you using?
1.31720860254795e-10
0.000317607460000373
324.153629422408
Bruno Luong
el 21 de Jul. de 2020
Before asking for release make sure you guys exchange data not from screen display.
Walter Roberson
el 21 de Jul. de 2020
num2hex can show us the exact values you used
Respuestas (1)
Bruno Luong
el 21 de Jul. de 2020
Editada: Bruno Luong
el 21 de Jul. de 2020
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
La pregunta está cerrada.
el 21 de Jul. de 2020
Cerrada:
el 20 de Ag. de 2021
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