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stat/mds: add warning about ED numerical stability

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Dan Kortschak
2021-03-17 09:50:24 +10:30
parent a6ddba7f8d
commit 163f1af942
1 changed files with 2 additions and 0 deletions
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stat/mds/mds.go
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@@ -14,6 +14,8 @@ import (
// TorgersonScaling converts a dissimilarity matrix to a matrix containing
// Euclidean coordinates. TorgersonScaling places the coordinates in dst and
// returns it and the number of positive Eigenvalues if successful.
// Note that Eigen Decomposition is numerically unstable and so Eigenvalues
// near zero should be examined and the value returned for k is advisory only.
// If the scaling is not successful, dst will be empty upon return.
// When the scaling is successful, dst will be resized to k columns wide.
// Eigenvalues will be copied into eigdst and returned as eig if it is provided.