[Numpy-discussion] SVD does not converge on "clean" matrix

[Charanpal Dhanjal]

I had a quick look at the code 
(https://github.com/numpy/numpy/blob/master/numpy/linalg/linalg.py) and 
the numpy.linalg.svd function calls lapack_lite.dgesdd (for real 
matrices) so I guess the non-convergence occurs in this function. As I 
understood lapack_lite is used by default unless numpy is installed with 
ATLAS/MKL etc. I wonder why svd works for Nadav and not for anyone else? 
Any ideas anyone?

Charanpal


On Sat, 13 Aug 2011 13:13:25 -0600, Charles R Harris wrote:
> On Thu, Aug 11, 2011 at 7:23 AM,  wrote:
>
>> Hi all,
>>
>> I get an error message "numpy.linalg.linalg.LinAlgError: SVD did
>> not
>> converge" when calling numpy.linalg.svd on a "clean" matrix of size
>> (1952,
>> 895). The matrix is clean in the sense that it contains no NaN or
>> Inf
>> values. The corresponding npz file is available here:
>>
> 
> https://docs.google.com/leaf?id=0Bw0NXKxxc40jMWEyNTljMWUtMzBmNS00NGZmLThhZWUtY2I2MWU2MGZiNDgx&hl=fr
>> [1]
>>
>> Here is some information about my setup: I use Python 2.7.1 on
>> Ubuntu
>> 11.04 with numpy 1.6.1. Furthermore, I thought the problem might be
>> solved
>> by recompiling numpy with my local ATLAS library (version 3.8.3),
>> and this
>> didnt seem to help. On another machine with Python 2.7.1 and numpy
>> 1.5.1
>> the SVD does converge however it contains 1 NaN singular value and
>> 3
>> negative singular values of the order -10^-1 (singular values
>> should
>> always be non-negative).
>>
>> I also tried computing the SVD of the matrix using Octave 3.2.4 and
>> Matlab
>> 7.10.0.499 (R2010a) 64-bit (glnxa64) and there were no problems.
>> Any help
>> is greatly appreciated.
>>
>> Thanks in advance,
>> Charanpal
>
> Fails here also, fedora 15 64 bits AMD 940. There should be a maximum
> iterations argument somewhere...
>
> Chuck
>
>
>
> Links:
> ------
> [1]
> 
> https://docs.google.com/leaf?id=0Bw0NXKxxc40jMWEyNTljMWUtMzBmNS00NGZmLThhZWUtY2I2MWU2MGZiNDgx|+|amp|+|hl=fr
> [2] mailto:dhanjal at telecom-paristech.fr