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|
ID |
Category |
Severity |
Reproducibility |
Date Submitted |
Last Update |
0000419 |
[ALGLIB] Linear algebra |
minor |
have not tried |
2011-12-22 11:52 |
2011-12-22 11:53 |
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Reporter |
SergeyB |
View Status |
public |
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Assigned To |
SergeyB |
Priority |
normal |
Resolution |
fixed |
Platform |
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Status |
resolved |
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OS |
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Projection |
none |
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OS Version |
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ETA |
none |
Fixed in Version |
3.5.0 |
Product Version |
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Target Version |
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Product Build |
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Summary |
0000419: FIXED: inconvergence of the low-accuracy version of bidiagonal SVD |
Description |
Bidiagonal QR SVD provided by LAPACK has two version - high accuracy but slow one (TOL>0), and moderate accuracy but quick one (TOL<0). Quick version in some very rare circumstances fails to converge.
Currently it is unknown whether it is bug or intrinsic property of the algorithm. In order to make all SVD-dependent algorithms more stable quick version is silently replaced by the slower, but more robust one. |
Steps To Reproduce |
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Additional Information |
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Programming language |
Unspecified |
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Attached Files |
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