[Numpy-discussion] SVD does not converge

eat e.antero.tammi@gmail....
Tue Jun 28 12:36:18 CDT 2011


On Tue, Jun 28, 2011 at 7:43 PM, Lou Pecora <lou_boog2000@yahoo.com> wrote:

> ------------------------------
> *From:* santhu kumar <mesanthu@gmail.com>
> *To:* numpy-discussion@scipy.org
> *Sent:* Tue, June 28, 2011 11:56:48 AM
> *Subject:* [Numpy-discussion] SVD does not converge
> Hello,
> I have a 380X5 matrix and when I am calculating pseudo-inverse of the
> matrix using pinv(numpy.linalg) I get the following error message:
> raise LinAlgError, 'SVD did not converge'
> numpy.linalg.linalg.LinAlgError: SVD did not converge
> I have looked in the list that it is a recurring issue but I was unable to
> find any solution. Can somebody please guide me on how to fix that issue?
> Thanks
> Santhosh
> ==============================================
> I had a similar problem (although I wasn't looking for the pseudo inverse).
>  I found that "squaring" the matrix fixed the problem.  But I'm guessing in
> your situation that would mean a 380 x 380 matrix (I hope I'm thinking about
> your case correctly).  But it's worth trying since it's easy to do.
With my rusty linear algebra: if one chooses to proceed with this 'squaring'
avenue, wouldn't it then be more economical to base the calculations on a
square 5x5 matrix? Something like:
A_pinv= dot(A, pinv(dot(A.T, A))).T
Instead of a 380x380 based matrix:
A_pinv= dot(pinv(dot(A, A.T)), A).T

My two cents
- eat

> -- Lou Pecora, my views are my own.
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