Re: [ojAlgo-user] BigDecimal EVD?

[Jacob M. <jac...@gm...>]

> > Can't you just scale the matrix before you calculate the eigenvalues?

Hmm.  I'm not sure the best way to scale it?  Won't this remove the
accuracy I was looking for?

> > I've never seen a BigDecimal eigenvalue or singular value
> > decomposition algorithm. They require rather heavy calculations and
> > using BigDecimal instead of double is MUCH slower.


> > In the future ojAlgo may get code that works with any kind of
> > numbers (like ArbitraryLU and ArbitraryQR) but this is currently
> > not high priority - don't hold your breath.
> >
> > /Anders
> >
> > jac...@gm... wrote:
> >> Hi Anders,
> >>
> >> I guess I'm just looking for a quick fix right now.   I may get
> >> the urge to implement it later when I have more time though, so
> >> thanks for the information.
> >>
> >> I'm working with around 1000x1000 matrices.  They could be
> >> bigger.  I have the time to wait for the right answer.  LAPACK and
> >> MTJ and others (Jama, JMSL, etc) are quick, but don't give me
> >> satistfactory answers with very large numbers for some reason.
> >> Maybe there is some tolerance or epsilon parameter somewhere that
> >> will help the convergence (if I only knew where to look).
> >>
> >> Anyway, I haven't found a BigDecimal eigenvalue solver
> >> implementation out there yet.  Maybe they don't exist?
> >>
> >> Well, thanks for your kindness.  It looks like you have the best
> >> start towards this functionality in Java.
> >>
> >> Kind regards,
> >> Jake
> >>
> >> On Saturday 27 January 2007 20:45, Anders Peterson wrote:
> >>
> >>> As you've noticed ojAlgo does not contain a BigDecimal
> >>> implementation
> >>> of Eigenvalue or SingularValue. You'll have to build it yourself...
> >>>
> >>> If you look at PrimitiveEigenvalue you'll "see" the algorithm, and
> >>> then study ArbitraryQR and ArbitraryLU for examples on how to use
> >>> PhysicalStore to develop an implementation that works with any
> >>> Number
> >>> type. I've been planning to move (some of) the Householder code from
> >>> ArbitraryQR to PhysicalStore or some utility class. That would
> >>> probably be useful for you.
> >>>
> >>> What size matrices are you working with? If they are large a
> >>> BigDecimal implementation will be very slow.
> >>>
> >>> /Anders
> >>>
> >>> On 27 jan 2007, at 19.11, jac...@gm... wrote:
> >>>
> >>>> Hi,
> >>>>
> >>>> I'm trying to figure out how/if I can do a BigDecimal EVD with
> >>>> ojAlgo.  I
> >>>> would like all operations to be done with BigDecimal, so I can
> >>>> avoid rounding
> >>>> errors.
> >>>>
> >>>> Do all of the classes that implement the Eigenvalue interface round
> >>>> down to
> >>>> doubles?
> >>>>
> >>>> If so, is my only choice the BigQR, and then read off diagonal
> >>>> of R?
> >>>>
> >>>> Many thanks for any help!
> >>>>
> >>>> Jacob Martin
> >>>> -------------------------------------------------
> >>>> BasicMatrix tmpMatrix = BigMatrix.FACTORY.make(M);
> >>>> Eigenvalue tmpDecomposition = new PrimitiveEigenvalue();
> >>>> tmpDecomposition.compute(tmpMatrix);
> >>>> BasicArray ba =tmpDecomposition.getEigenvalues();
> >>>>
> >>>>
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