[Vxl-maintainers] netlib svd code

[Brendan M. <mc...@cs...>]

G'day,

I've just come across an interesting problem which I thought someone might be 
interested in. I have been trying to calculate the inverse of a 625x625 
covariance matrix (ie real and symmetric) via vnl_svd. But I kept getting 
errors from the netlib code vnl_linpack_svdc. The variable info was non-zero 
on return (624 in fact) and the return matrix was definitely not an inverse. I 
suspected it might be the compiler I was using (gcc version 3.0.4 (Red Hat 
Linux 7.2 3.0.4-1) - on a Pentium III) so I recompiled netlib with 
optimisation off and -ffloat-store as suggested in vnl_svd.txx. This made no 
difference. As a last resort, I increased the number of iterations in dsvdc.c 
from maxit=30 to maxit=100 and the inverses now work! No reason for choosing a 
100, it was just a nice round number. Anyway, matlab had no problems 
calculating the inverses or the svd, so I knew it was in the code somewhere.

Anyway, I don't know whether something should be done about this or not. I 
don't know why maxit=30 was originally chosen, nor if it's a good number in 
general, so I can't really comment on whether it should be increased. I just 
thought everyone should be informed.


-- 
Cheers,

Brendan.
----------------------------------------------------------------------------
Brendan McCane                            Email:  mc...@cs...
Department of Computer Science            Phone:  +64 3 479 8588/8578.
University of Otago                       Fax:    +64 3 479 8529
Box 56, Dunedin, New Zealand.             There's only one catch - Catch 22.