complex eigenvalues

[Leonard Soicher]

Dear All,

On Sat, May 29, 2004 at 09:07:23PM +0100, Peter Dobcsanyi wrote:
[...]
> 
> Of course, the imaginary parts are very small. Nevertheless, the
> appearance of complex numbers causes problems in the computation of
> statistical properties since the algorithms involved expect real
> numbers.
> 
> To avoid these problems while maintaining as much numerical precision as
> possible for the further computation, I have modified the block_design
> Python module.  From now on, all eigenvalues of the information matrix
> returned by the numerical library are turned into nonnegative reals by
> taking their absolute values. While this is not the perfect solution, we
> certainly can do this in a "numerical sense" since, in theory, all
> eigenvalues are nonnegative real numbers.
> 
[...]
> 
> Please comment on how you find this numerical solution for the time
> being.

I am not an expert (at all) in numerical computation,
but this appears to be a reasonable approach for the 
time being.

Regards,  Leonard