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[Octave-bug-tracker] [bug #55564] GESDD: vastly different singular value


From: Rik
Subject: [Octave-bug-tracker] [bug #55564] GESDD: vastly different singular values when vectors are also requested
Date: Fri, 25 Jan 2019 11:07:33 -0500 (EST)
User-agent: Mozilla/5.0 (Windows NT 10.0; WOW64; Trident/7.0; rv:11.0) like Gecko

Follow-up Comment #8, bug #55564 (project octave):

We can look at bug #49940 again.  But, I still believe we need to prioritize
correctness over speed.  The issue with this bug is that most people will be
unaware that they have incorrect results.  Even the pessimists, who verify the
results using the acceptance test in the documentation, will believe that the
results are good.  It is only if you calculate using GESVD that you will find
the problem.  Since any new acceptance test is really going to require running
GESVD, we might as well do that in the first place.

I re-read the discussion in bug #49940, and I'm pretty sure it isn't Octave's
problem.  My guess is that the GESDD "Divide and Conquer" algorithm is able to
spread the problem over multiple threads/cores, but arrives at the wrong
answer.  And the GESVD algorithm is probably old and single-threaded with few
opportunities for parallelism.

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