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ID Category Severity Reproducibility Date Submitted Last Update
0000147 [ALGLIB] Linear algebra minor have not tried 2009-09-29 20:45 2009-10-13 09:51
Reporter SergeyB View Status public  
Assigned To SergeyB
Priority normal Resolution fixed Platform
Status resolved   OS
Projection none   OS Version
ETA none Fixed in Version 2.1.2 Product Version
  Target Version Product Build
Summary 0000147: FIXED: incorrect handling of near-undeflow/subnormals in GenerateReflection()
Description From: Bela Ujhazi

> I'm a bit stucked up with the SVD lib in ALGLIB,
> I used it for some matrices before, but now I've
> had to use it for some bigger ones (one is
> approx. 3000*10000, second is 950*4500) and the
> results were not satisfying. All the values in
> the 2 mentioned matrices were '1.#QNAN' unlike
> from the little ones (700*1300 was the biggest)
> I tried before.
Steps To Reproduce
Additional Information
Programming language Unspecified
Attached Files

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-  Notes
(0000041)
SergeyB (administrator)
2009-10-05 22:55
edited on: 2009-10-13 23:24

 Looks like this error is caused by bug in the GenerateReflection() subroutine - it does not correctly handle subnormalized input vectors.

This bug is not specific to the SVD lib - it can be found almost in any subroutine which relies on GenerateReflection(). There are two ways to trigger this bug:
1. you can trigger it with a very large degenerate matrix
2. or you can trigger it with a moderate size matrix with near-underflow or subnormal elements

Now investigating possible workarounds....
(0000042)
SergeyB (administrator)
2009-10-13 09:49

 Fixed. Separate release will be issued for this patch in 5 days.

- Issue History
Date Modified Username Field Change
2009-09-29 20:45 SergeyB New Issue
2009-09-29 20:45 SergeyB Status new => assigned
2009-09-29 20:45 SergeyB Assigned To => SergeyB
2009-09-29 20:45 SergeyB Programming language => Unspecified
2009-09-29 20:46 SergeyB Description Updated
2009-10-05 22:55 SergeyB Note Added: 0000041
2009-10-05 22:56 SergeyB Note Edited: 0000041
2009-10-05 22:57 SergeyB Summary BUG: SVD subroutine returns QNANs for large matrices => BUG: incorrect handling of near-undeflow/subnormals in GenerateReflection()
2009-10-05 23:01 SergeyB Note Edited: 0000041
2009-10-13 09:49 SergeyB Note Added: 0000042
2009-10-13 09:51 SergeyB Status assigned => resolved
2009-10-13 09:51 SergeyB Fixed in Version => [NOT RELEASED YET] 2.1.2
2009-10-13 09:51 SergeyB Resolution open => fixed
2009-10-13 09:51 SergeyB Summary BUG: incorrect handling of near-undeflow/subnormals in GenerateReflection() => FIXED: incorrect handling of near-undeflow/subnormals in GenerateReflection()
2009-10-13 23:24 SergeyB Note Edited: 0000041

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