Opened 13 years ago

Closed 13 years ago

#4503 closed defect (fixed)

[with patch, positive review] numerical noise in matrix_double_dense on intel mac os X 10.5: SVD

Reported by: jhpalmieri Owned by: somebody
Priority: major Milestone: sage-3.2
Component: linear algebra Keywords: numerical noise, matrix
Cc: jason Merged in:
Authors: Reviewers:
Report Upstream: Work issues:
Branch: Commit:
Dependencies: Stopgaps:

Status badges

Description

(This has only been reported on intel macs running 10.4 or 10.5.)

From sage-devel:

sage: m = matrix(RDF,3,2,range(6)); m

[0.0 1.0]
[2.0 3.0]
[4.0 5.0]
sage: U,S,V = m.SVD()
sage: U*S*V.transpose()   # random low order bits

[0.0 1.0]
[2.0 3.0]
[4.0 5.0]

max((U*S*V.transpose()-m).list())
1.7763568394e-15 

This leads to a doctest failure for matrix_double_dense.py.

Jason Grout suggests:

Okay, apparently the doctest just needs a looser bound; what you get is
still within reason for numerical issues.  Currently we see if that
maximum is < 1e-15.  Changing it to 1e-14 should fix this.

Attachments (1)

10930.patch (1.3 KB) - added by jhpalmieri 13 years ago.

Download all attachments as: .zip

Change History (5)

Changed 13 years ago by jhpalmieri

comment:1 Changed 13 years ago by jhpalmieri

  • Summary changed from numerical noise in matrix_double_dense on intel mac os X 10.5: SVD to [with patch, needs review] numerical noise in matrix_double_dense on intel mac os X 10.5: SVD

Here's a patch changing the doctest. This fixes the problem on my mac.

comment:2 Changed 13 years ago by mabshoff

  • Summary changed from [with patch, needs review] numerical noise in matrix_double_dense on intel mac os X 10.5: SVD to [with patch, positive review] numerical noise in matrix_double_dense on intel mac os X 10.5: SVD

Positive review. Hopefully this will fix the dreaded numerical noise issue once and for all.

Cheers,

Michael

comment:3 Changed 13 years ago by jason

  • Cc jason added

comment:4 Changed 13 years ago by mabshoff

  • Resolution set to fixed
  • Status changed from new to closed

Merged in Sage 3.2.rc1

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