I'm making a calculation using singular value decomposition SVD to
solve 2N equations with N unknowns, with N= a few hundreds, where I
know the equations are not all linearly independent and I expect the
system to have a unique well defined solution . I noticed that the
time taken to compute the solution using the routine 'svd' from
PDL::MatrixOps seems to scale with the size of the problem to the
fourth power. Is this correct? Anyway, I realized there are much faster
routines, such as gesvd, available through PDL::LinearAlgebra::Real, which
interfaces
to lapack/blas. Nevertheless, I found some strange behavior. It seems
gesvd cannot create its output parameters so I have to pass them explicitly.
Furthermore, if I pass a
rectangular matrix with more rows than columns I get an error
*** Error in `perl': double free or corruption (!prev): 0x000055d3420976f0
***
or a bus error or a segmentation fault.
Other aproaches I tried produce the error
** On entry to DGESVD parameter number 9 (or 11) had an illegal value
Nevertheless, if I transpose some of the arguments it seems I get the
correct result without changing the order of the matrices. The program
below should illustrate these points:
#################
use feature 'say';
use PDL;
use PDL::NiceSlice;
use PDL::LinearAlgebra::Real;
$N=5;
$a=sequence($N,2*$N);
$u=zeroes($N,2*$N);
$v=zeroes($N,$N);
$s=zeroes($N);
$i=pdl(long,0);
#The slow solution:
($u,$s,$v)=svd($a);
say $u x ($s->(*1,:)*$v->transpose);
#-> [
# [0,1,2,3,4]
# [5,6,7,8,9]
# ...
# [45,46,47,48,49]
# ]
#gesvd($a,2,2, $s,$u,$v,$i); produces
#*** Error in `perl': double free or corruption (!prev): 0x000055d3420976f0 ***
#My fast solution:
gesvd($a->transpose,2,2, $s,$u->transpose,$v,$i);
say $u x ($s->(*1,:) * $v->transpose);
#-> [
# [0,1,2,3,4]
# [5,6,7,8,9]
# ...
# [45,46,47,48,49]
# ]
#####################
Calling gesvd this way seems to run much faster than svd and produces
the same results, so far, but I would like to understand if this is the
correct way to use this routine.
Best regards,
Luis
--
o
W. Luis Mochán, | tel:(52)(777)329-1734 /<(*)
Instituto de Ciencias Físicas, UNAM | fax:(52)(777)317-5388 `>/ /\
Apdo. Postal 48-3, 62251 | (*)/\/ \
Cuernavaca, Morelos, México | [email protected] /\_/\__/
GPG: 791EB9EB, C949 3F81 6D9B 1191 9A16 C2DF 5F0A C52B 791E B9EB
------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org! http://sdm.link/slashdot
_______________________________________________
pdl-general mailing list
[email protected]
https://lists.sourceforge.net/lists/listinfo/pdl-general
