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[Bug-gsl] [bug #28767] gsl_linalg_SV_decomp gives NaN when tb, tab, dt =
From: |
Brian Gough |
Subject: |
[Bug-gsl] [bug #28767] gsl_linalg_SV_decomp gives NaN when tb, tab, dt = 0 |
Date: |
Fri, 29 Jan 2010 22:04:48 +0000 |
User-agent: |
Mozilla/5.0 (X11; U; Linux i686; en-GB; rv:1.9.0.11) Gecko/2009061118 Fedora/3.0.11-1.fc9 Firefox/3.0.11 |
URL:
<http://savannah.gnu.org/bugs/?28767>
Summary: gsl_linalg_SV_decomp gives NaN when tb, tab, dt = 0
Project: GNU Scientific Library
Submitted by: bjg
Submitted on: Fri 29 Jan 2010 10:04:47 PM GMT
Category: Runtime error
Severity: 3 - Normal
Operating System:
Status: Confirmed
Assigned to: None
Open/Closed: Open
Release: 1.13
Discussion Lock: Any
_______________________________________________________
Details:
--------------------------------------------------------------
GSL version number: 1.9
hardware and operating system, OS details:
Linux phit1 2.6.25.20-0.5-default #1 SMP 2009-08-14 01:48:11 +0200 x86_64
x86_64 x86_64 GNU/Linux
gcc version:
gcc version 4.3.1 20080507 (prerelease) [gcc-4_3-branch revision 135036]
(SUSE Linux)
genre: linalg, SVD, gsl_linalg_SV_decomp
description of the bug behavior: NaN results in gsl_linalg_SV_decomp
short program which exercises the bug: attached
--------------------------------------------------------------
Dear GSL devolopers,
your library is a great help for me and I use it very much. Thank you very
much for your great work!
Recently, I encountered a problem in the SVD routine of GSL version 1.9:
Certain matrices A with very many zeros lead to an SVD with NaN ("not a
number") results in the vector of singular values S as well as in the left
and
right singular vectors.
I tracked the error down to the function trailing_eigenvalue in svdstep.c:
If tb, tab and dt are all zero, the calculated eigenvalue is undefined:
mu = tb - (tab * tab) / (dt + hypot (dt, tab)) = 0 - 0 / 0;
This NaN result is then propagated in the function qrstep via create_givens
to
all the other results.
I attach a test program reproducing the problem when applied to a certain
matrix of 462 rows and 421 columns i.e. 194502 elements of which 189694 are
zeros and 4808 are ones, saved in a file of 389 kbyte. The distribution of
ones in the matrix is not random. I can send this matrix file to whoever is
interested (This mailing list refuses attachments of this size).
Here's the output of this program on my machine with the following
architecture:
Linux phit1 2.6.25.20-0.5-default #1 SMP 2009-08-14 01:48:11 +0200 x86_64
x86_64
x86_64 GNU/Linux
--------------------------------------------------------------
(phit1 ~/pj) gcc `gsl-config --cflags` svdbug.c `gsl-config --libs` -o
svdbug &&
./svdbug
000000000000000000000000000000000000000000000000000000000000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
0000000000000000
000000000000000000000000000000000000000000000000000000000100010001000000000000000
010000000000000000000000000000000000000000000000000000000000000000000000000000000
000000001000000111000000000000000000000100000000000000100000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
0000000000000000
000000000000000000000000000000000000000000000000000000000000001000000000000000000
000000000000000000000000000000000000000000000000100000000000000001000000000000000
000000000000011000000000000000000000000000000000000000000000000000000000000000000
000000100000000000000000000000000000000000000000000000000000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
0000000000000000
000000100000000000000000000000000000000000000000000000000000001000100000000000000
000000000000100000000000000000000000000000000000000000000000000001000000000000000
000000000000011000000000000000000000000000000000000000000000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
0000000000000000
000000000000000000000000000000000000000000000000000001000000001000000000000000000
000000000000000000000000000000000000000000000000000000000000000001000000000000000
000000000000011000000000000000000000000000000000000000000000000000000000000000000
001000010000000000000000000000000000000000000000000000000000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
0000000000000000
000000000000000100000000000000000000000000000000000000000000100000000000000000000
000000000000000000000000000000000000000000000000100000000000000000000000000000000
000000000011100000000000000000000000000000000000000010000000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
0000000000000000
000000000000000100000000000000000000000000000001000000000000100000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
010000000011100000100000000000000000000000000000000100000000000000000000000000000
000000000000010000000000000000000000000000000000000000000000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
0000000000000000
000000000000000100000000000000000000000000000001000000000000100000000000000000100
000000000000000000000000000000000000000000000000000000000000000000000000000000000
010000000011100000100000000000000000000000000000000100000000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
0000000000000000
000000000000000000000000000000000000000000000000000000011000010001000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
001000001000000000100000000000000000110100000000000101000100010000000000000000100
000000000000000000000000000000000000000000000000000000000000000000000000000000000
000000000000000000000000000000000000000000000000000000000000000000000000000000000
0000000000000000
000000000000000000000000000000000000010000000001000000000000100000000000000000000
001000000000000000000000000001000000000000000000000000000000000000000000000000000
010000000111100000001000000001000000000000000000001000010000000000000000000000000
000000000000010000000000000000000000000000000000000000000000000000000000000000000
000000000000000000000000000000010000000000000000000000000000000000000000000000010
0000000000000000
m = 462, n = 421, 189694 zeros, 4808 ones, 194502 elements
first 10 singular values:
0, 0, nan, nan, nan, nan, nan, nan, nan, nan
(phit1 ~/pj)
--------------------------------------------------------------
Kind regards,
Bruno Daniel
_______________________________________________________
File Attachments:
-------------------------------------------------------
Date: Fri 29 Jan 2010 10:04:47 PM GMT Name: svdbug.c Size: 1kB By: bjg
<http://savannah.gnu.org/bugs/download.php?file_id=19564>
_______________________________________________________
Reply to this item at:
<http://savannah.gnu.org/bugs/?28767>
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- [Bug-gsl] [bug #28767] gsl_linalg_SV_decomp gives NaN when tb, tab, dt = 0,
Brian Gough <=