[SciPy-dev] scipy SVD with alternate lapack driver

M Trumpis mtrumpis@berkeley....
Mon Jun 1 18:42:49 CDT 2009


ok.. Thanks for the help.

http://projects.scipy.org/scipy/ticket/957

Mike

On Mon, Jun 1, 2009 at 3:45 PM, Robert Kern <robert.kern@gmail.com> wrote:
> On Mon, Jun 1, 2009 at 17:39, M Trumpis <mtrumpis@berkeley.edu> wrote:
>> Hi all.. I posted on the numpy list a few months back about running
>> into some unstable SVD behavior, namely 1) a non-converging SVD and 2)
>> negative singular values. My colleagues and I got curious when MATLAB
>> and Octave did not fail or give bogus results for the two operators.
>> Based on the Octave code and some testing with the lapack drivers, it
>> would appear that using the *GESVD family of drivers is more robust in
>> the face of these corner cases than the *GESDD drivers.
>>
>> So after leaving off for months, I finally went back to fixing this
>> up. Using a lot of monkey-see-monkey-do, I added the f2py function
>> signatures for the *GESVD functions, hopefully sane code in
>> calc_lwork.f, and wrote up a bit of python in linalg/decomp.py, with
>> some appropriate testing. I haven't submitted a patch to scipy yet..
>> Can I just post the "svn diff" with a description of the issue at hand
>> on the Trac site?
>
> Create a new ticket, and attach the .diff to it. At the bottom of the
> "New Ticket" form is a check-box: "I have files to attach to this
> ticket". Make sure that is checked, and you will be prompted for the
> file.
>
>> Although it does look like it's working, I haven't
>> tested it extensively yet. And I was *very* ignorantly hacking at the
>> Fortran / f2py bits.
>
> For adding new LAPACK wrappers, that technique tends to work fairly well.
>
> --
> Robert Kern
>
> "I have come to believe that the whole world is an enigma, a harmless
> enigma that is made terrible by our own mad attempt to interpret it as
> though it had an underlying truth."
>  -- Umberto Eco
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