0000419: FIXED: inconvergence of the low-accuracy version of bidiagonal SVD

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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

Reporter

SergeyB

View Status

public

Assigned To

SergeyB

Priority

normal

Resolution

fixed

Status

resolved

Product Version

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.

Additional Information

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Unspecified

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Issue History
Date Modified	Username	Field	Change
2011-12-22 11:52	SergeyB	New Issue
2011-12-22 11:52	SergeyB	Status	new => assigned
2011-12-22 11:52	SergeyB	Assigned To	=> SergeyB
2011-12-22 11:52	SergeyB	Programming language	=> Unspecified
2011-12-22 11:53	SergeyB	Status	assigned => resolved
2011-12-22 11:53	SergeyB	Fixed in Version	=> 3.5.0
2011-12-22 11:53	SergeyB	Resolution	open => fixed

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