The function "ippmLUDecomp_m_64f" however performs without problems on the same matrix.
The matrix elements are in the range of 1e-5 to 1e-6. Scaling the matrix by a factor of 10 yields valid results.
Are there any requirements on the size of the elements for the eigenvalue decomposition?
what is your IPP version? It seems we fixed similar issue in the past. Please note that the latest available package is IPP 5.3 update 4. (and IPP 6.0 beta 2)
I am using IPP 5.3 update 4.
The behaviour can be reproduced for example by the eigenvalue decomposition of the following matrix (i.e. the identity matrix scaled by 1e-6).
A=[1e-6, 0, 0;
0, 1e-6, 0;
0, 0, 1e-6 ];
Setting this to 1e-5 produces a valid result.
then it seems to be a different issue. I've informed our engineers on that, they will work on investigation of this. Please submit your issue report to Intel Premier Support.