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[Gsl-cvs] [SCM] GNU Scientific Library branch, master, updated. release-

From: Brian Gough
Subject: [Gsl-cvs] [SCM] GNU Scientific Library branch, master, updated. release-1-13-35-g7946d55
Date: Wed, 24 Feb 2010 17:43:18 +0000

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The branch, master has been updated
       via  7946d551c30943f38bfcd1c31e109919e12fbe5a (commit)
      from  abdc8b0308f30b1e0f6fd9962b048214efa0aab8 (commit)

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- Log -----------------------------------------------------------------
commit 7946d551c30943f38bfcd1c31e109919e12fbe5a
Author: Brian Gough <address@hidden>
Date:   Wed Feb 24 17:28:06 2010 +0000

    fix for bug #28767: gsl_linalg_SV_decomp gives NaN when tb, tab, dt = 0
    nans were generated in gsl_linalg_householder_transform from overflow
    in 1/(alpha-beta) when alpha=0 and beta is subnormal.
    nans were also generated in trailing_eigenvalue when dt=0 and tab=0.
    It was also possible to generate negative mu from cancellation error.
    Since we know the roots are non-negative and have the underlying
    expressions for them we can calculate them without cancellation error
    using only positive terms.
    in gsl_linalg_SV_decomp we can avoid a lot of numerical problems by
    rescaling the bidiagonal matrix before carrying out the implicit shift
    procedure. Following LAPACK's QR eigenvalue routine, we rescale if the
    max abs value A is in the range A > sqrt(DBL_MAX) or 0 < A < sqrt(DBL_MIN).
    added a test case for bug #28767, added check for nans when none
    present in input, added subnormal matrix that triggers potential
    overflow in gsl_linalg_householder_transform.


Summary of changes:
 NEWS                 |    4 ++
 linalg/ChangeLog     |   11 +++++++
 linalg/householder.c |   17 +++++++++-
 linalg/svd.c         |   56 ++++++++++++++++++++++++++++++++--
 linalg/svdstep.c     |   49 +++++++++++++++++++++++++++++-
 linalg/test.c        |   81 +++++++++++++++++++++++++++++++++++++++++++++++--
 6 files changed, 207 insertions(+), 11 deletions(-)

GNU Scientific Library

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