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Iterative algorithms in linalg.py sometimes go infinite #1

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convoliution opened this issue Nov 2, 2017 · 2 comments
Open

Iterative algorithms in linalg.py sometimes go infinite #1

convoliution opened this issue Nov 2, 2017 · 2 comments
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@convoliution
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Halting condition may not be functioning as intended.

@convoliution convoliution self-assigned this Nov 2, 2017
@convoliution
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The issue occurs when the matrix being operated on has complex eigenpairs.

I have absolutely no idea how I would remedy this, but I also know that I plan on using these functions on covariance (symmetric) matrices so this issue won't come up.

But that's not satisfactory :P

@convoliution
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Power iteration and inverse iteration are supposedly valid for general-case matrices (not just Hermitian matrices) so I suspect the issue is with the halting condition (in calculating the norm, perhaps?)

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