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Re: Issues with eigs

From: Dmitri A. Sergatskov
Subject: Re: Issues with eigs
Date: Sun, 9 Sep 2018 21:02:49 -0500

On Sun, Sep 9, 2018 at 6:26 PM Thomas D. Dean <address@hidden> wrote:
On 09/09/18 14:01, Dmitri A. Sergatskov wrote:
> I have lapack 3.8.0 and I also see fluctuations in eigs output.
> It looks to me some variable (initial guess?) is not defined and it
> is picking up some junk.

I think you are correct.

n = size(m1,1)
eigs(m1, m0, struct("v0", zeros(n,1), "p", n))

Seems to always return the same value.  Maybe incorrect value???

Octave, Scipy, and Maple2018 all do not agree!  Even to 1 digit!

I know this problem is difficult to solve, as are many real world
problems.  But, ...

Apparently this is not a bug, but a feature:

(from help eigs)

          The starting vector for the algorithm.  An initial vector
          close to the final vector will speed up convergence.  The
          default is for ARPACK to randomly generate a starting vector.

eigs selects the starting vectors in a reproducible manner using a private random number stream. Changing the random number seed does not affect the starting vector.


Tom Dean


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