On Wed, Oct 23, 2013 at 3:14 PM, Sean Owen <sro...@gmail.com> wrote: > EigenDecomposition resembles QR in this respect, as far as they are > implemented here. This argues for them to treat arguments similarly. >
Actually not. It is quite reasonable for the EigenDecomposition to stop when singularity is reached. This affects the shape of the eigenvector matrix. Perhaps add a new constructor with a double tolerance and a boolean that says to stop early. QR is subject to the same logic since partial QR is often more useful than full QR with singular R. This is the same logic as with Cholesky since QR and Cholesky are two sides of the same coin in many respects.
