DSYEV may return non-orthogonal eigenvectors

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DSYEV may return non-orthogonal eigenvectors

Postby duncanpo » Thu Aug 16, 2012 4:34 pm

Hi LAPACK team,

With LAPACK 3.4.1, we have run into a situation where DSYEV returns non-orthogonal eigenvectors. Please see the attached code for reproduction. The repro program computes the maximum difference between V**T * V (where V are the eigenvectors) and identity matrix of the same size. On my computer, the result is:

Maximum difference between V'*V and identity matrix is:
0.12584321200215839

With LAPACK 3.3.1, there is no problem. The maximum difference is in the order of e-14.

It appears recent changes to ila[d,s,c,z]lr.f may have caused this issue. For example, I replaced the iladlr.f with the version from LAPACK 3.3.1, and then the issue is solved.

Regards,
Duncan Po
MathWorks
duncanpo
 
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