Re: Histogram mean --> eigen matrix

From: Arthur E. Snyder <snyder_at_slac.stanford.edu>
Date: Wed, 6 Jun 2012 13:42:41 -0700


Thanks, Edmond, I'll try explicitly sysmetrix matrix formulation.

Incidentlally, while eigen finding also fails in R, it works in maple. I'm also baffeled by why my home brewed Gram-Schmidt orthogonalization routine works when apparently more sophisticated approaches don't -- though my GSO though does assume symmetry, so may be that has something to do with it.

If sysmetrix matrix routine works that will solve the problem for all practical purpuoses.

-Arthur

A.E. Snyder, The Former Group C (TFC)        \!c*p?/
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On Wed, 6 Jun 2012, Edmond Offermann wrote:

> 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_at_slac.stanford.edu>
> To: Arthur E. Snyder <snyder_at_slac.stanford.edu>
> Cc: "roottalk_at_root.cern.ch" <roottalk_at_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
>
>
>
>
>
>
>
> A.E. Snyder, The Former Group C (TFC)        \!c*p?/
> SLAC Mail Stop #95                          ((.  .))
> Box 4349                                        |
> Stanford, Ca, USA, 94309                      '\|/`
> e-mail:snyder_at_slac.stanford.edu                o
> phone:650-926-2701                              _
> http://www.slac.stanford.edu/~snyder          BaBar
> FAX:707-313-0250                          Collaboration
>                                                 &
>                                           Fermi/GLAST
>
>
>
>
>
>

> Received on Wed Jun 06 2012 - 22:42:49 CEST

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