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Subject: roundoff error in eig for symmetric A From: Henry Wolkowicz Date: 8 Aug, 2011 20:27:10 Message: 1 of 9 
I used eig [V,D]=eig(full((A+A')/2)), where A is a random sparse, SYMMETRIC, order=1000, it has multiple eigenvalues. Then norm(A*VV*D) was very large ... order 8.5. Several elements in (A*VV*D) was order 1. I ran this many times and the large error only occured perhaps 1/10 of the tests. Most times the error was 'tiny'. This error seems 'huge'. Is this to be expected? 
Subject: roundoff error in eig for symmetric A From: Henry Wolkowicz Date: 9 Aug, 2011 21:15:31 Message: 2 of 9 
"Henry Wolkowicz" wrote in message <j1pgqu$oof$1@newscl01ah.mathworks.com>... 
Subject: roundoff error in eig for symmetric A From: Bruno Luong Date: 9 Aug, 2011 21:25:30 Message: 3 of 9 
Never use EIGS for more than very few eigen values. This algorithm is not stable, it is well known fact. 
Subject: roundoff error in eig for symmetric A From: Henry Wolkowicz Date: 9 Aug, 2011 21:56:28 Message: 4 of 9 
"Bruno Luong" <b.luong@fogale.findmycountry> wrote in message <j1s8ka$q6i$1@newscl01ah.mathworks.com>... 
Subject: roundoff error in eig for symmetric A From: Bruno Luong Date: 9 Aug, 2011 22:10:28 Message: 5 of 9 

Subject: roundoff error in eig for symmetric A From: Matt J Date: 10 Aug, 2011 02:28:29 Message: 6 of 9 
"Henry Wolkowicz" wrote in message <j1pgqu$oof$1@newscl01ah.mathworks.com>... 
Subject: roundoff error in eig for symmetric A From: Henry Wolkowicz Date: 10 Aug, 2011 08:01:13 Message: 7 of 9 
"Matt J" wrote in message <j1sqcd$gc6$1@newscl01ah.mathworks.com>... 
Subject: roundoff error in eig for symmetric A From: Henry Wolkowicz Date: 10 Aug, 2011 08:25:10 Message: 8 of 9 
"Henry Wolkowicz" wrote in message <j1tds9$ajq$1@newscl01ah.mathworks.com>... 
Subject: roundoff error in eig for symmetric A From: Matt J Date: 10 Aug, 2011 13:27:11 Message: 9 of 9 
"Henry Wolkowicz" wrote in message <j1tds9$ajq$1@newscl01ah.mathworks.com>... 
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