Mon, 02 Feb 2009 18:27:05 -0600, Robert Kern wrote:

On Mon, Feb 2, 2009 at 18:21, wrote:

...

Hello list.. I've run into two SVD errors over the last few days. Both errors are identical in numpy/scipy.

I've submitted a ticket for the 1st problem (numpy ticket #990). Summary is: some builds of the lapack_lite module linking against system LAPACK (not the bundled dlapack_lite.o, etc) give a "LinAlgError: SVD did not converge" exception on my matrix. This error does occur using Mac's Accelerate framework LAPACK, and a coworker's Ubuntu LAPACK version. It does not seem to happen using ATLAS LAPACK (nor using Octave/Matlab on said Ubuntu)

These are almost certainly issues with the particular implementations of LAPACK that you are using. I don't think there is anything we can do from numpy or scipy to change this.

Yes, this is almost certainly a LAPACK problem. If in doubt, you can test it with the following F90 program (be sure to link it against the same LAPACK as Numpy). Save the matrices with 'np.savetxt("foo.txt", x.ravel ())' and run './test < foo.txt'. ---- program test implicit none integer, parameter :: N = 128 double precision :: A(N*N), S(N), U(N,N), Vh(N,N) double precision, allocatable :: WORK(:) double precision :: tmp integer :: IWORK(8*N) integer :: INFO = 0, LWORK read(*,*) A A = reshape(transpose(reshape(A, (/N, N/))), (/ N*N /)) call dgesdd('A', N, N, A, N, S, U, N, Vh, N, tmp, -1, IWORK, INFO) LWORK = tmp if (info .ne. 0) stop 'lwork query failed' write(*,*) 'lwork:', lwork allocate(WORK(LWORK)) call dgesdd('A', N, N, A, N, S, U, N, Vh, N, WORK, LWORK, IWORK, INFO) write(*,*) 'info:', INFO write(*,*) 'min(S):', minval(S) if (INFO .ne. 0) then write(*,*) ' -> SVD failed to converge' end if if (minval(S) .lt. 0) then write(*,*) ' -> negative singular value' end if end program ----

On Mon, Feb 9, 2009 at 16:25, M Trumpis wrote:

I played around with a C translation of that test program, and found that dgesvd (but not dgesdd) happens to converge and return all non-negative singular values for both operators I was having trouble with. I'm also looking at the Octave code just now, and I think they're using dgesvd also. Any one know why numpy uses dgesdd? speed?

Yes. -- 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

On Tue, Jun 4, 2013 at 5:18 PM, Amir Mohammadi <183.amir@gmail.com> wrote:

Hello Everyone,

I am trying to write my own svd function to use the "dgesvd" method from lapack, but my problem is that I cannot find the "dgesvd" method from this import "from numpy.linalg import lapack_lite".

Do I have to install lapack on my system(Ubuntu 13.04 64-bit)? I want to get the same results as MATLAB 2011b which is why I am trying to write a slightly different svd function than the function from "numpy.linalg.svd".

numpy does not wrap this LAPACK function. You will have to install LAPACK yourself and write your own extension module that wraps the DGESVD subroutine. scipy also wraps *gesdd, and it would probably be a simple matter of copy-paste-fix to get it to wrap *gesvd too, since the interfaces are essentially the same. https://github.com/scipy/scipy/blob/master/scipy/lib/lapack/flapack_esv.pyf.... -- Robert Kern