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When good pseudorandom numbers go bad – Notes from a data witch

Computing the eigendecomposition of a matrix is subject to errors on a real-world computer: the definitive analysis is Wilkinson (1965). All you can hope for is a solution to a problem suitably close to x. So even though a real asymmetric x may have an algebraic solution with repeated real eigenvalues, the computed solution may be of a similar matrix with complex conjugate pairs of eigenvalues.    – help("eigen") A few weeks ago, in the beforetimes when I’d not personally had the soul-crushingl...

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