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Re: [Bug-gsl] GSL: NaN results in SVD calculation (gsl_linalg_SV_decomp)

From: Brian Gough
Subject: Re: [Bug-gsl] GSL: NaN results in SVD calculation (gsl_linalg_SV_decomp)
Date: Fri, 29 Jan 2010 22:06:35 +0000
User-agent: Wanderlust/2.14.0 (Africa) Emacs/22.1 Mule/5.0 (SAKAKI)

At Tue, 26 Jan 2010 11:01:13 +0100,
Bruno Daniel wrote:
> 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.

Thanks for the bug report and example program.  I've confirmed the bug
(it also occurs in the latest release, 1.13).

I've logged it at http://savannah.gnu.org/bugs/index.php?28767
and am looking into it.

Brian Gough

GNU Scientific Library -

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