LinearAlgebraError: SVD did not converge

Damian Menscher menscher+python at uiuc.edu
Tue Aug 27 11:26:52 CEST 2002


I'm trying to get the SVD inverse of a matrix, so I'm calling
LinearAlgebra.generalized_inverse(M, rcond).  But sometimes it
bombs out with the error "LinearAlgebraError: SVD did not
converge".  Seems odd that it would die, considering Numerical
Recipes states "SVD... (theoretically) cannot fail...." (section
 15.4).  I'm guessing this is because lapack_lite uses an
iterative method rather than a deterministic one?  (I'm using
version 2.1, in case it's relevant.)

Does anyone know of a package that has a *working* SVD inverse?
I'd try to debug the lapack_lite one, but all I've got is a .so
file....

I can provide the inverse I'm trying to invert if needed.  (I
didn't include it here since it's kinda large -- 26x26.)

TIA for any help or suggestions,

Damian Menscher
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