3x3 Identity matrix returns erroneous results about svdlibc HOT 12 OPEN

Hi Sarah, can you share the files & the exact command invocation that you are using?

from svdlibc.

Sure,
the file I use is :
cat THE_MATRIX_sparse1
3 3 3
1
0 1.0
1
1 1.0
1
2 1.0

and the cmd line :

./svd -o result -v 200 ./THE_MATRIX_sparse1

from svdlibc.

and the results output:
Verbosity = 200
Loading the matrix...
Computing the SVD...
SOLVING THE [A^TA] EIGENPROBLEM
NO. OF ROWS = 3
NO. OF COLUMNS = 3
NO. OF NON-ZERO VALUES = 3
MATRIX DENSITY = 33.33%
MAX. NO. OF LANCZOS STEPS = 3
MAX. NO. OF EIGENPAIRS = 3
LEFT END OF THE INTERVAL = -1.00E-30
RIGHT END OF THE INTERVAL = 1.00E-30
KAPPA = 1.00E-06

NUMBER OF LANCZOS STEPS = 3
RITZ VALUES STABILIZED = 3

COMPUTED RITZ VALUES (ERROR BNDS)
1 9.99999985841008E-01 ( 0.00E+00)
2 1.00000000000000E+00 ( 0.00E+00)
3 1.00000000000000E+00 ( 0.00E+00)

SINGULAR VALUES: 3
1
1
1

LEFT SINGULAR VECTORS (transpose of U): 3 3
0.000271442 0.868467 -0.495747
-0.000308055 -0.868467 0.495747
3.43207e-05 0.495747 0.868467

RIGHT SINGULAR VECTORS (transpose of V): 3 3
0.000271442 0.868467 -0.495747
-0.000308055 -0.868467 0.495747
3.43207e-05 0.495747 0.868467
SINGULAR VALUES FOUND = 3; nsig=3

ELAPSED CPU TIME = 0 sec.
MULTIPLICATIONS BY A = 11

from svdlibc.

Hi Sarah,
thanks. I could indeed reproduce the bug (both with sparse and dense text input). The result of U^T dot V gives something close to

 1 -1 0
-1  1 0
 0  0 1

I don't know where the problem is coming from. Let me know if you make any progress on this issue.

from svdlibc.

Hi Lucas,
First, thanks for your responses.
Second, I am compiling with gcc 6.3 in 64 bit.
while I am compiling with gcc 4.2 in 32 bit, I have different results, but still, not the good ones:

./bin/svd -r st -v 4 THE_MATRIX_sparse1
Verbosity = 4
Loading the matrix...
Computing the SVD...
SOLVING THE [A^TA] EIGENPROBLEM
NO. OF ROWS = 3
NO. OF COLUMNS = 3
NO. OF NON-ZERO VALUES = 3
MATRIX DENSITY = 33.33%
MAX. NO. OF LANCZOS STEPS = 3
MAX. NO. OF EIGENPAIRS = 3
LEFT END OF THE INTERVAL = -1.00E-30
RIGHT END OF THE INTERVAL = 1.00E-30
KAPPA = 1.00E-06

NUMBER OF LANCZOS STEPS = 1
RITZ VALUES STABILIZED = -1208451084

COMPUTED RITZ VALUES (ERROR BNDS)
1 0.00000000000000E+00 ( 1.38E+306)

SINGULAR VALUES: 0

LEFT SINGULAR VECTORS (transpose of U): 3 3
0 0 0
0 0 0
0 0 0

RIGHT SINGULAR VECTORS (transpose of V): 3 3
1 0 0
0 0 0
0 0 0
SINGULAR VALUES FOUND = 0; nsig=0

ELAPSED CPU TIME = 0 sec.
MULTIPLICATIONS BY A = 2
MULTIPLICATIONS BY A^T = 2

Can you please send me which gcc are you using and on which platform (32/64 bit)?
Thanks,
Sarah

from svdlibc.

Hi Sarah,
I am on a 64 bit platform. My GCC is in fact symlinked to clang (Apple LLVM version 10.0.1 (clang-1001.0.46.3)).

I get the exact same results you posted 3 days ago, on April 8.

If I use a matrix whose singular values are not all the same, e.g. the following dense text matrix:

3 3
1.0 0.0 0.0
0.0 2.0 0.0
0.0 0.0 3.0

then the results seem to be correct. Therefore, I wonder if SVDLIBC is not struggling with singular values of multiplicity > 1?

from svdlibc.

this one is working for you:
3 3
1 0 0
0 1 0
0 0 1

from svdlibc.

it is the dense matrix of the sparse that I sent you 3 days ago.

from svdlibc.

this one is working for me also:
3 3
1.0 0.0 0.0
0.0 2.0 0.0
0.0 0.0 3.0,

from svdlibc.

The dense identity matrix does not work for me - it produces the same result as the one you sent 3 days ago (whether the format is dense or sparse).

from svdlibc.

ok, also all the matrices that have values very closed to the identity matrix are not working.

Do you have an idea why?

from svdlibc.

No, unfortunately I don't have an idea where this might be coming from...

from svdlibc.