Re: [eigen] SVD Bug |

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*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] SVD Bug*From*: Benoit Jacob <jacob.benoit.1@xxxxxxxxx>*Date*: Thu, 23 Sep 2010 07:59:34 -0400*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:mime-version:received:received:in-reply-to :references:date:message-id:subject:from:to:content-type :content-transfer-encoding; bh=oVG0BN8wKuj8mvU8zJXRaaO+n9eZR8tjV1IyeqtsPF4=; b=H0s46JftAZB/2QAGcnzBTJZoVT9pOqlpcY1cW5EwI2+Dp/Z5cB7yubW5BVcgKzxj/a jlGkjnYWX48U5ONT43kMO3/pUxCdlbpRFAhtPnCayYimGC3h/ZaknM0/jggdF/OM+lX5 PDmrf5K9Dc9vdsrJjZ5ubpIvV7KHUWBmV3ZeQ=*Domainkey-signature*: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=mime-version:in-reply-to:references:date:message-id:subject:from:to :content-type:content-transfer-encoding; b=aSlatT1XjkbrdnsgAy5mj8I5w7JX/rh6A9L+tMvEtsTcU8mzeYEbS+bNhFviJhe+ja cOJ88qzaVqLyID4Tasde2lPo/iiFEh9bd6AFimMobOLWt2DjtbTsfZLpfR75kGOfsjXk 71zHDnfgY7Wj4SFuHH4p1ErPz6L6HkMwiybFw=

OK so what happens is that this SVD implementation computes a compact U: m_matU.setZero(); if (m>=n) m_matU.block(0,0,m,n) = A; else m_matU = A.block(0,0,m,m); it doesn't bother extending the remaining rows by orthonormalization. That actually isn't a bad thing. So the decomposition itself is fine. We need to: - document that aspect of U when taking the SVD of a rectangular matrix - fix the solve method. Benoit 2010/9/23 Benoit Jacob <jacob.benoit.1@xxxxxxxxx>: > 2010/9/23 Hauke Heibel <hauke.heibel@xxxxxxxxxxxxxx>: >> I tried to look into it but failed. I can only say that already the >> matrix U is strange since its last row is zero and this should not be >> the case. > > Yes, indeed, that's very interesting: > > a > -0.08936 0.971 > -0.5195 -0.1061 > 0.3311 -0.4731 > > matrixU > -0.8752 -0.2161 0 > -0.009971 0.9026 0 > 0.4837 -0.3723 0 > > sigma > 1.105 0 > 0 0.5873 > 0 0 > > matrixV.transpose() > 0.2205 -0.9754 > -0.9754 -0.2205 > This unit test is really very insufficient. It should at least have > checked that U is unitary. > > Benoit > > >> >> I know that Benoit is still working on rewriting the SVD but at least >> the bad memory access should be fixed. >> >> Cheers, >> Hauke >> >

**Follow-Ups**:**Re: [eigen] SVD Bug***From:*Benoit Jacob

**References**:**[eigen] SVD Bug***From:*Hauke Heibel

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