| Re: [eigen] SVD with singular matrices |
[ Thread Index |
Date Index
| More lists.tuxfamily.org/eigen Archives
]
- To: eigen@xxxxxxxxxxxxxxxxxxx
- Subject: Re: [eigen] SVD with singular matrices
- From: Benoit Jacob <jacob.benoit.1@xxxxxxxxx>
- Date: Thu, 30 Sep 2010 10:48:41 -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; bh=APGI6X06/BUsJ4wRD4ZzMi0oDDZKzxxevly/s1T8CYg=; b=TVBIoJXjMLhzp6fWvKQDPo5XLH1rqsMtQwMql1GW/bOhhff9+szQStCzzKhs9GDrUe v8pT54FE9Kel2I/VeuEAfS/w8oK9CQjkWlZH84z26kAKyhd22Ys0wvq+UsJJlQr8kM4h UkBk145DDJt+F4zf/Dn2NGkigoTvWIG1jJsGI=
- 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; b=IcXl6GBus3Iupi0fKSv5isZ+64iu7Rpw2X5NRpn3+aubX018g7AiEv9AIYa5ZFPLDB NA3vSc7BL8ZarwGlo/D3WIETeI6OUaBiybroWAkRHbn6ov+k5hrFoZQo49/gzdjRN1l2 bpgeXthGm7dnjuaUhEZcVVoFrC1SYohvEo6xo=
2010/9/30 Cyrille Berger <cberger@xxxxxxxxxxx>:
> Why not call the second one FastSVD (when fixed) ? Then people will have an
> incitive to look at the documentation before using it.
Half of common matrix decompositions are unsafe/inaccurate in the same
way. For example, HouseholderQR is exactly in the same way; same for
Tridiagonalization (hence selfadjointeigensolver) and Hessenberg
decomposition (hence general eigensolver).
This is not Eigen-specific, it's the algorithms themselves. The SVD
bug we're discussing in this thread is Eigen-specific, but that's a
different thing.
Thus, as sad as it is to say, most matrix algorithms are unsafe.
Safeness is the exception (like Full-pivoting or two-sided Jacobi
algorithms), not the rule...
Benoit
>
> --
>
> Cyrille Berger