Mantis - ALGLIB
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419 Linear algebra minor have not tried 2011-12-22 11:52 2011-12-22 11:53
none 3.5.0  
0000419: FIXED: inconvergence of the low-accuracy version of bidiagonal SVD
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.
Issue History
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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