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From: | anonymous |
Subject: | [Octave-bug-tracker] [bug #60738] logm returning incorrect result with some real non-symmetric matrices |
Date: | Wed, 9 Jun 2021 11:12:04 -0400 (EDT) |
User-agent: | Mozilla/5.0 (Windows NT 6.3; Win64; x64; rv:89.0) Gecko/20100101 Firefox/89.0 |
Follow-up Comment #4, bug #60738 (project octave): I'm not sure either. The tolerance should be the error in the Schur factorization which should be around the machine precision of each eigenvalue. I think it would be safe to base it on the absolute value of the largest eigenvalue. I'm open to other suggestions. As the consequence of having a tolerance that is too lax is a few results will contain small complex values that are unlikely to change the final result by much and it should be obvious to the user that they come from numerical error whereas if the tolerance is too tight the complex values that need to be present will be removed and the answer will be wrong in a non-obvious way (this bug has been present for years and I'm the first person to notice it). I gave it the tight tolerance below because it worked for a large number of random matrices. The error I typically see for complex components of real eigenvalues from the Schur factorization is normally very small. _______________________________________________________ Reply to this item at: <https://savannah.gnu.org/bugs/?60738> _______________________________________________ Message sent via Savannah https://savannah.gnu.org/
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