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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 |
This is an automated email from the git hooks/post-receive script. It was
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the project "GNU Scientific Library".
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(-)
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