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 Kommentare
Walter Roberson
am 21 Jul. 2020
which release and OS are you using?
1.31720860254795e-10
0.000317607460000373
324.153629422408
Bruno Luong
am 21 Jul. 2020
Before asking for release make sure you guys exchange data not from screen display.
Walter Roberson
am 21 Jul. 2020
num2hex can show us the exact values you used
Antworten (1)
Bruno Luong
am 21 Jul. 2020
Bearbeitet: Bruno Luong
am 21 Jul. 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
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