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https://issues.apache.org/jira/browse/MATH-320?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12795606#action_12795606
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Luc Maisonobe commented on MATH-320:
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Thanks for the hint Axel!
The print statement is even not satisfying for testMath320A, the approximation
is really too bad. I would expect about 13 exact figures, not 1 or 2.
The problem seems to be related to matrix U which is not correct. In fact, it
is even not unitary (i.e. U^T^.U is not the identity matrix).
I'll look at this.
> NaN singular value from SVD
> ---------------------------
>
> Key: MATH-320
> URL: https://issues.apache.org/jira/browse/MATH-320
> Project: Commons Math
> Issue Type: Bug
> Affects Versions: 2.0
> Environment: Linux (Ubuntu 9.10) java version "1.6.0_16"
> Reporter: Dieter Vandenbussche
>
> The following jython code
> Start code
> from org.apache.commons.math.linear import *
>
> Alist = [[1.0, 2.0, 3.0],[2.0,3.0,4.0],[3.0,5.0,7.0]]
>
> A = Array2DRowRealMatrix(Alist)
>
> decomp = SingularValueDecompositionImpl(A)
>
> print decomp.getSingularValues()
> End code
> prints
> array('d', [11.218599757513008, 0.3781791648535976, nan])
> The last singular value should be something very close to 0 since the matrix
> is rank deficient. When i use the result from getSolver() to solve a system,
> i end
> up with a bunch of NaNs in the solution. I assumed i would get back a least
> squares solution.
> Does this SVD implementation require that the matrix be full rank? If so,
> then i would expect
> an exception to be thrown from the constructor or one of the methods.
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