Kudos indeed. Nice work! Phil
l...@apache.org wrote: > Author: luc > Date: Tue Nov 3 22:04:08 2009 > New Revision: 832577 > > URL: http://svn.apache.org/viewvc?rev=832577&view=rev > Log: > fixed an ArrayIndexOutOfBoundsException > Kudos to Dimitri who debugged this mess of fortran/java array indices > translation > JIRA: MATH-308 > > Modified: > > commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/EigenDecompositionImpl.java > commons/proper/math/trunk/src/site/xdoc/changes.xml > > commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/EigenDecompositionImplTest.java > > Modified: > commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/EigenDecompositionImpl.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/EigenDecompositionImpl.java?rev=832577&r1=832576&r2=832577&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/EigenDecompositionImpl.java > (original) > +++ > commons/proper/math/trunk/src/main/java/org/apache/commons/math/linear/EigenDecompositionImpl.java > Tue Nov 3 22:04:08 2009 > @@ -595,8 +595,12 @@ > } > > final double dCurrent = main[m - 1]; > - work[lowerStart + m - 1] = dCurrent - eCurrent; > - work[upperStart + m - 1] = dCurrent + eCurrent; > + final double lower = dCurrent - eCurrent; > + work[lowerStart + m - 1] = lower; > + lowerSpectra = Math.min(lowerSpectra, lower); > + final double upper = dCurrent + eCurrent; > + work[upperStart + m - 1] = upper; > + upperSpectra = Math.max(upperSpectra, upper); > minPivot = MathUtils.SAFE_MIN * Math.max(1.0, eMax * eMax); > > } > @@ -647,7 +651,7 @@ > > tau = (range[1] - range[0]) * MathUtils.EPSILON * n + 2 * > minPivot; > > - // decompose TλI as LDL<sup>T</sup> > + // decompose T-λI as LDL<sup>T</sup> > ldlTDecomposition(lambda, begin, n); > > // apply general dqd/dqds method > @@ -899,8 +903,8 @@ > diagMax = work[4 * i0]; > offDiagMin = work[4 * i0 + 2]; > double previousEMin = work[4 * i0 + 3]; > - for (int i = 4 * i0; i < 4 * n0 - 11; i += 4) { > - if ((work[i + 3] <= TOLERANCE_2 * work[i]) && > + for (int i = 4 * i0; i < 4 * n0 - 16; i += 4) { > + if ((work[i + 3] <= TOLERANCE_2 * work[i]) || > (work[i + 2] <= TOLERANCE_2 * sigma)) { > // insert a split > work[i + 2] = -sigma; > @@ -1537,7 +1541,7 @@ > double a2 = (work[np - 8] / b2) * (1 + work[np - 4] / b1); > > // approximate contribution to norm squared from i < nn-2. > - if (end - start > 2) { > + if (end - start > 3) { > b2 = work[nn - 13] / work[nn - 15]; > a2 = a2 + b2; > for (int i4 = nn - 17; i4 >= 4 * start + 2 + pingPong; > i4 -= 4) { > > Modified: commons/proper/math/trunk/src/site/xdoc/changes.xml > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/site/xdoc/changes.xml?rev=832577&r1=832576&r2=832577&view=diff > ============================================================================== > --- commons/proper/math/trunk/src/site/xdoc/changes.xml (original) > +++ commons/proper/math/trunk/src/site/xdoc/changes.xml Tue Nov 3 22:04:08 > 2009 > @@ -39,6 +39,10 @@ > </properties> > <body> > <release version="2.1" date="TBD" description="TBD"> > + <action dev="luc" type="fix" issue="MATH-308" due-to="Dimitri > Pourbaix"> > + Fixed an ArrayIndexOutOfBoundsException in eigen decomposition. > Kudos to Dimitri > + for debugging this, it was really difficult. > + </action> > <action dev="psteitz" type="fix" issue="MATH-309" due-to="Mikkel Meyer > Andersen"> > Fixed parameter test in RandomDataImpl#nextExponential. The method > now throws > IllegalArgumentException for mean = 0. > > Modified: > commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/EigenDecompositionImplTest.java > URL: > http://svn.apache.org/viewvc/commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/EigenDecompositionImplTest.java?rev=832577&r1=832576&r2=832577&view=diff > ============================================================================== > --- > commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/EigenDecompositionImplTest.java > (original) > +++ > commons/proper/math/trunk/src/test/java/org/apache/commons/math/linear/EigenDecompositionImplTest.java > Tue Nov 3 22:04:08 2009 > @@ -108,6 +108,40 @@ > assertEquals(0.1, ed.getRealEigenvalue(3), 1.0e-15); > } > > + // the following test triggered an ArrayIndexOutOfBoundsException in > commons-math 2.0 > + public void testMath308() { > + > + double[] mainTridiagonal = { > + 22.330154644539597, 46.65485522478641, 17.393672330044705, > 54.46687435351116, 80.17800767709437 > + }; > + double[] secondaryTridiagonal = { > + 13.04450406501361, -5.977590941539671, 2.9040909856707517, > 7.1570352792841225 > + }; > + > + // the reference values have been computed using routine DSTEMR > + // from the fortran library LAPACK version 3.2.1 > + double[] refEigenValues = { > + 82.044413207204002, 53.456697699894512, 52.536278520113882, > 18.847969733754262, 14.138204224043099 > + }; > + RealVector[] refEigenVectors = { > + new ArrayRealVector(new double[] { -0.000462690386766, > -0.002118073109055, 0.011530080757413, 0.252322434584915, > 0.967572088232592 }), > + new ArrayRealVector(new double[] { 0.314647769490148, > 0.750806415553905, -0.167700312025760, -0.537092972407375, 0.143854968127780 > }), > + new ArrayRealVector(new double[] { 0.222368839324646, > 0.514921891363332, -0.021377019336614, 0.801196801016305, -0.207446991247740 > }), > + new ArrayRealVector(new double[] { 0.713933751051495, > -0.190582113553930, 0.671410443368332, -0.056056055955050, > 0.006541576993581 }), > + new ArrayRealVector(new double[] { 0.584677060845929, > -0.367177264979103, -0.721453187784497, 0.052971054621812, > -0.005740715188257 }) > + }; > + > + EigenDecomposition decomposition = > + new EigenDecompositionImpl(mainTridiagonal, > secondaryTridiagonal, MathUtils.SAFE_MIN); > + > + double[] eigenValues = decomposition.getRealEigenvalues(); > + for (int i = 0; i < refEigenValues.length; ++i) { > + assertEquals(refEigenValues[i], eigenValues[i], 1.0e-5); > + assertEquals(0, > refEigenVectors[i].subtract(decomposition.getEigenvector(i)).getNorm(), > 2.0e-7); > + } > + > + } > + > /** test a matrix already in tridiagonal form. */ > public void testTridiagonal() { > Random r = new Random(4366663527842l); > > --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@commons.apache.org For additional commands, e-mail: dev-h...@commons.apache.org
