numarray.linear_algebra.eigenvectors bug ?

[Eugene Druker]

Hi all,
I need eigen values and vectors for symmetric matrices (like VCV).
Solving with numarray and testing the results, I've got
strange results - input and output matrices of some sizes are
very different. That's an example of differencies:

Size MaxDif(E.Val) MaxDif(E.Vect)
2 0 1.110223e-016
3 1.776357e-015 2.053913e-015
10 1.221245e-015 7.255307e-014
11 3.552714e-015 0.8455322
12 1.526557e-016 1.345035e-013
13 8.881784e-016 0.7796273
14 2.775558e-016 0.7504375
15 2.331468e-015 2.045031e-013

This is for numarray 0.7 on W2K.
I hoped to have all the differencies below 1e-15 or so.
What's wrong ? Program text is below.

Thanks,
Eugene Druker


import numarray, numarray.linear _algebra

EigenVectors = numarray.linear _algebra.eigenv ectors
Multiply = numarray.matrix multiply
Zeros = numarray.zeros
Transpose = numarray.transp ose

def makeCovMat(size ):
covmat = Zeros((size,siz e),'f8')
d,t = 0.9,0.8
for i in xrange(size):
v = covmat[i,i] = d
for j in xrange(i+1,size ):
v *= t
covmat[i,j] = covmat[j,i] = v
return covmat

print 'Size MaxDif(E.Val) MaxDif(E.Vect)'
for size in [2,3]+range(10,24):
covmat = makeCovMat(size )
eval,evec = EigenVectors(co vmat)
# Test S = V L V'
mdiag = Zeros((size,siz e),'f8') # L
for j in xrange(size):
mdiag[j,j] = eval[j]
testmat = Multiply(Transp ose(evec),Multi ply(mdiag,evec) )
ival,ivec = EigenVectors(te stmat)
print ' %3d %-14.7g %-14.7g' % \
(size, (eval-ival).max(), (evec-ivec).max())

[John J. Lee]

Re: numarray.linear _algebra.eigenv ectors bug ?

eugene_druker@y ahoo.com (Eugene Druker) writes:
[color=blue]
> I need eigen values and vectors for symmetric matrices (like VCV).
> Solving with numarray and testing the results, I've got
> strange results - input and output matrices of some sizes are[/color]
[...]

You'll probably be much better off posting this to whichever mailing
list the numarray people use. Google for it. HTH


John