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[Octave-bug-tracker] [bug #55564] GESDD: vastly different singular value


From: count
Subject: [Octave-bug-tracker] [bug #55564] GESDD: vastly different singular values when vectors are also requested
Date: Fri, 15 Feb 2019 07:50:03 -0500 (EST)
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:60.0) Gecko/20100101 Firefox/60.0

Follow-up Comment #17, bug #55564 (project octave):

I forgot to mention that I vote for keep using the 'gesdd' driver.

There is one more SVD solver in LAPACK: 'dgejsv', which uses Jacobi SVD
algorithm. It should be the most accurate one in LAPACK. If possible, I wish
to add that as an addition svd_driver. Should I open another ticket/issue for
this?


Fix for some typos in comment #16 ...

"demo 'gesdd' is better than 'gesvd'"
it is a demo of 'gesvd' is better than 'gesdd': 

In the attachement (file #46268), The comment

% Characteristic polynomial of A*A', note svd(A)=eig(A*A')=roots(c).

should be

% Characteristic polynomial of I-A*A', note svd(A)^2=eig(A*A')=1-roots(c).

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