Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Use selfadjointView when computing eigenvectors #36

Merged
merged 1 commit into from
Jan 9, 2016

Conversation

lisitsyn
Copy link
Owner

@lisitsyn lisitsyn commented Jan 7, 2016

  • Fixes wrong PCA results with dense eigensolver (thanks William Curram
    for reporting!)

- Fixes wrong PCA results with dense eigensolver (thanks William Curram
  for reporting!)
@lisitsyn
Copy link
Owner Author

lisitsyn commented Jan 7, 2016

@iglesias want to take a look? ;)

@iglesias
Copy link
Collaborator

iglesias commented Jan 9, 2016

I don't have context on this one but I say, sure and go ahead.

@lisitsyn
Copy link
Owner Author

lisitsyn commented Jan 9, 2016

@iglesias there was an issue: when computing PCA with arpack we have all good. But when it comes to 'dense' eigenmethod which is just eigen3 thing, eigenvectors are like (0 0 0 0 1 0). I took a look and apparently we use selfadjoint view when computing covariance, thus resulting in a upper triangular matrix. With the fix it treats this matrix as a self adjoint, ignoring the lower triangular part (but diagonal).

@iglesias
Copy link
Collaborator

iglesias commented Jan 9, 2016

Ok, thanks for the explanation!

lisitsyn added a commit that referenced this pull request Jan 9, 2016
Use selfadjointView when computing eigenvectors
@lisitsyn lisitsyn merged commit 0583df7 into master Jan 9, 2016
@lisitsyn lisitsyn deleted the bugfix/dense-pca branch January 9, 2016 22:05
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants