[Top][All Lists]

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: eigensystem

From: Alan Mead
Subject: Re: eigensystem
Date: Tue, 19 Jan 2021 12:22:45 -0600
User-agent: Mozilla/5.0 (Windows NT 6.1; Win64; x64; rv:78.0) Gecko/20100101 Thunderbird/78.6.1

Despite being on this mailing list, I'm not very familiar with GSL, but
I have experience solving eigenvalue problems as an end-user.

I'm going to assume that your matrix is singular, because that's common.
If your problem is something else (e.g., you're running out of memory)
then you should probably reply to the list with more details.

Usually you have to resort to removing variables or units of analysis.
If any of your variables have a perfect (or near perfect) correlation,
you should combine them (or drop one, they're not providing usefully
independent information in your sample if they're perfectly correlated).
You could also add or remove units of analysis or even add in some units
with some random noise. You might find one of these helpful:

  * Wothke, W. (1993). Testing structural equation models. In K. A.
    Bollen & J. S. Long (Eds.), Nonpositive definite matrices in
    structural modeling (pp. 256–293). Newbury Park, CA: Sage.
  * (this from the LAPACK
    manual, not GSL, but it discusses solving Eigenvalue problems)


On 1/19/2021 11:33 AM, Patrick Dupre wrote:
> Hello,
> Is there a way to handle the possible error of gsl_eigen_nonsymmv ?
> For example, when the matrix is not diagonalizable.
> Thanks
> ===========================================================================
>  Patrick DUPRÉ                                 | | email:
>  Laboratoire interdisciplinaire Carnot de Bourgogne
>  9 Avenue Alain Savary, BP 47870, 21078 DIJON Cedex FRANCE
>  Tel: +33 (0)380395988
> ===========================================================================


Alan D. Mead, Ph.D.
President, Talent Algorithms Inc.

science + technology = better workers

The irony of this ... is that the Internet is
both almost-infinitely expandable, while at the
same time constrained within its own pre-defined
box. And if that makes no sense to you, just
reflect on the existence of Facebook. We have
the vastness of the internet and yet billions
of people decided to spend most of them time
within a horribly designed, fake-news emporium
of a website that sucks every possible piece of
personal information out of you so it can sell it
to others. And they see nothing wrong with that.

-- Kieren McCarthy, commenting on why we are not 
                    all using IPv6

reply via email to

[Prev in Thread] Current Thread [Next in Thread]