[Octave-bug-tracker] [bug #49523] eigs (R2013b and later) uses NaNs, not zeros, for unconverged Ritz values

[anonymous]

URL:
  <http://savannah.gnu.org/bugs/?49523>

                 Summary: eigs (R2013b and later) uses NaNs, not zeros, for
unconverged Ritz values
                 Project: GNU Octave
            Submitted by: None
            Submitted on: Thu 03 Nov 2016 01:17:22 PM UTC
                Category: Octave Function
                Severity: 3 - Normal
                Priority: 5 - Normal
              Item Group: Matlab Compatibility
                  Status: None
             Assigned to: None
         Originator Name: Tim Mitchell
        Originator Email: address@hidden
             Open/Closed: Open
         Discussion Lock: Any
                 Release: 4.0.0
        Operating System: Any

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Details:

Since R2013b, Matlab's version of eigs uses NaNs as placeholders for the Ritz
values, not zeros, which was the older convention and is what Octave appears
to still be using (I tested 4.0.0).  

The reason for the change to NaNs is under the older scheme using zeros, if
not all the requested eigenvalues converged, it could be difficult to sort out
the converged eigenvalues from the placeholder zeros, especially if 0 should
be an eigenvalue of the matrix in question.  Furthermore, if a user is
interested in computing the spectral abscissa of a stable matrix, they may try
calling

 max(real(eigs(A,6,'LR')))

but this would misleading return 0 in the case when not all requested
eigenvalues converge.  

In fact, I am the person who pointed these issues out to The MathWorks in the
first place and at the time, I made the suggestion for them to use NaNs
instead, after I had created my own modified version of eigs doing just that. 
It would be great if Octave could adopt this convention as well.





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