Re: [eigen] JacobiSVD with nearly rank-deficient matrix |

[ Thread Index | Date Index | More lists.tuxfamily.org/eigen Archives ]

*To*: eigen@xxxxxxxxxxxxxxxxxxx*Subject*: Re: [eigen] JacobiSVD with nearly rank-deficient matrix*From*: Jim Bosch <talljimbo@xxxxxxxxx>*Date*: Sat, 12 Feb 2011 11:01:45 -0800*Dkim-signature*: v=1; a=rsa-sha256; c=relaxed/relaxed; d=gmail.com; s=gamma; h=domainkey-signature:message-id:date:from:user-agent:mime-version:to :subject:references:in-reply-to:content-type :content-transfer-encoding; bh=biBaHyUAJWPTzYdSIryfImtGKsS4n2cmMzj+FkdoaHM=; b=kS8KftFFswT8Bj5X5c0/msTNKg26oHXuz2QDyXi/Hgoc+5JkRyl4U9aXLm/hwe0Duq RjuebT9tBAmUQm/xcApo6/jeIzh58SE49xPhOSCt0IQGZahCG6uACP0N829ZFWusleCm vID6giSRdINTCZfNQlyMANCAk7WErvip3UMnI=*Domainkey-signature*: a=rsa-sha1; c=nofws; d=gmail.com; s=gamma; h=message-id:date:from:user-agent:mime-version:to:subject:references :in-reply-to:content-type:content-transfer-encoding; b=aDjkir3vW4HHOyFe7jehkE0fY2mr+I+LdfZBGyH5gLegZLGa/UlK2U8QON2YLW5Rue wluSVckMOV8M+DhE5A3PStB8NCL6HieOHTRPmd6BAnJJS87klF7mYac8TK/bc1d7JaD0 rSiIDv3bgy2DJF8QTeXnn0BmC05OwTTdnCwWE=

On 02/12/2011 10:32 AM, Benoit Jacob wrote:

I understand that LAPACK cuts off very small singular values, but I don't think that we should do the same in Eigen. The algorithm that LAPACK uses makes these small singular values very unreliable, but the same is not true with our algorithm. There are many different notions of "goodness/badness" tests of solutions, depending on your use cases, and the path we've chosen in Eigen is to let the user perform his own tests, like in the example program above where I compute the relative error on the right-hand side.

Jim

**Follow-Ups**:**Re: [eigen] JacobiSVD with nearly rank-deficient matrix***From:*Benoit Jacob

**References**:**[eigen] JacobiSVD with nearly rank-deficient matrix***From:*Bill Greene

**Re: [eigen] JacobiSVD with nearly rank-deficient matrix***From:*Benoit Jacob

**Messages sorted by:**[ date | thread ]- Prev by Date:
**Re: [eigen] JacobiSVD with nearly rank-deficient matrix** - Next by Date:
**Re: [eigen] JacobiSVD with nearly rank-deficient matrix** - Previous by thread:
**Re: [eigen] JacobiSVD with nearly rank-deficient matrix** - Next by thread:
**Re: [eigen] JacobiSVD with nearly rank-deficient matrix**

Mail converted by MHonArc 2.6.19+ | http://listengine.tuxfamily.org/ |