2-by-1 CS decomposition fixes #405
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@@ Coverage Diff @@
## master #405 +/- ##
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- Coverage 83.33% 83.33% -0.01%
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Files 1820 1820
Lines 170849 170857 +8
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+ Hits 142378 142384 +6
- Misses 28471 28473 +2
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thijssteel
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Hi, do you want me to rebase? |
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Hi Christoph, yes, if you can rebase, this would be great. Cheers, Julien. |
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done |
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* check LRWORK * pass actual LRWORK value to xBBCSD
The xORCSD2BY1/xUNCSD2BY1 output matrix U2 was clearly not orthogonal/unitary for certain input matrix dimensions m, p, and q (e.g., m = 260, p=130, q=131). The reason was an accidental overwrite of data by xORGQR()/xUNGQR() when the WORK array was apparently large enough to use blocking.
Previously, xUNCSD2BY1 only allowed workspace queries by passing LWORK=-1 (note the missing "R"). The new commit makes xUNCSD2BY1 behave, e.g., like xHEEVD.
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Thanks @christoph-conrads, that's great. Julien |
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…1-fixes-20200422 2-by-1 CS decomposition fixes
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This pull request improves
xUNCSD2BY1andxORCSD2BY1.LRWORKargument toxUNCSD2BY()is checked.LRWORKvalue is passed toxBBCSD()insidexUNCSD2BY()instead of passing the minimum allowedLRWORKvalue.U2may be obviously not orthogonal or unitary, respectively, for certain input matrix dimension becausexORGQR()andxUNGQR()may overwrite the scalar factors of the elementary reflectors when assemblingU1. On the author's computer, this happens, e.g., withm=260,q=131, andp=130(these values may be dependent on the blocking size).xUNCSD2BY1assume workspace queries whenLRWORK = -1. This is also the behavior exhibited by, e.g.,xHEEVD.The
U2orthogonality issue is caused byxORGQR()/xUNGQR()using more than the minimum workspace available. The issue can be either fixed byP) orThe patch choses the latter approach.