Re: [eigen] SVD with singular matrices |

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*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
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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