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[Octave-bug-tracker] [bug #29487] Feature request: svd with 3 output var


From: Jaroslav Hajek
Subject: [Octave-bug-tracker] [bug #29487] Feature request: svd with 3 output variables should use dgesdd
Date: Mon, 03 May 2010 12:24:13 +0000
User-agent: Mozilla/5.0 (X11; U; Linux x86_64; en-US; rv:1.9.1.9) Gecko/20100317 SUSE/3.5.9-0.1.1 Firefox/3.5.9

Follow-up Comment #13, bug #29487 (project octave):

Attached is an ill-conditioned matrix that confuses the gesdd driver. 

octave:1> load gesdd_bad_matrix.dat 
octave:2> [u, s, v] = svd (a);
octave:3> norm (u*s*v' - a, "fro")
ans =  4.2907e-14
octave:4> svd_driver ("gesdd");
octave:5> [u, s, v] = svd (a);
octave:6> norm (u*s*v' - a, "fro")
ans =  70.878

So yes, it should be used more carefully. Given that SVD is used with
ill-conditioned matrices quite often, it's reasonable to stay with gesvd as
the default.

(file #20403)
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Additional Item Attachment:

File name: gesdd_bad_matrix.dat           Size:128 KB


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  <http://savannah.gnu.org/bugs/?29487>

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