Re: Histogram mean

From: Edmond Offermann <edmondoffermann_at_yahoo.com>
Date: Wed, 6 Jun 2012 06:02:48 -0700

Hi Arthur,

What about using the fact that a correlation matrix is positive definite and symmetric,
so use TMatrixDSymEigen.

The TMatrixDEigen is based on a Fortran subroutine in EISPACK, so moving to another package
might not help that much because it is most likely also based on EISPACK.

- Eddy



________________________________
 From: Arthur E. Snyder <snyder@slac.stanford.edu>
To: Arthur E. Snyder <snyder@slac.stanford.edu> 
Cc: "roottalk@root.cern.ch" <roottalk@lxroot01.cern.ch> 
Sent: Friday, June 1, 2012 4:17 PM
Subject: Re: [ROOT] Histogram mean
 
Hi Rooters,

I am having trouble with |TMatrixDEigen| for larger matrices. I have made 200x200 matrices of correltions which I'm trying to digagonalize. It mostly works, but sometimes fails with

root [13] TMatrixDEigen emat(*scanMatrix)
Error in <MakeSchurr>: too many iterations

It apparently thinks the matrix is too close to singular.

However, I can still find diagonalilzed variables with ugly, homemade Gram-Schmidt (which I'm trying to replace with something better).

The matrix that gives trouble has in fact smaller correlations than some of the ones that work successfully.

So what's going on here? And how do I fix it? Do I have to move beyond root?

-AE







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Received on Wed Jun 06 2012 - 15:02:56 CEST

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