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Fix numerical issue on SVD with near-identity matrix #1369

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merged 4 commits into from
Mar 28, 2024

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Vollkornaffe
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The column may not be normalized if the factor is on a scale of 1e-40.
Possibly, f32 just runs out of precision.

There is likely a better solution to the problem.

Fixes #1368

@Vollkornaffe Vollkornaffe force-pushed the fix_svd_for_small_valued_matrix branch 2 times, most recently from 5bcbce6 to dd44414 Compare March 8, 2024 17:19
@Vollkornaffe Vollkornaffe changed the base branch from dev to master March 8, 2024 17:20
@sebcrozet sebcrozet marked this pull request as ready for review March 28, 2024 14:07
Vollkornaffe and others added 3 commits March 28, 2024 15:15
The column may not be normalized if the `factor` is on a scale of 1e-40.
Possibly, f32 just runs out of precision.

There is likely a better solution to the problem.
@sebcrozet sebcrozet force-pushed the fix_svd_for_small_valued_matrix branch from 440d4a4 to 4dad6b3 Compare March 28, 2024 14:16
@sebcrozet sebcrozet changed the base branch from master to dev March 28, 2024 14:16
@sebcrozet sebcrozet changed the title fix: Normalize the column once more Fix numerical issue on SVD with near-identity matrix Mar 28, 2024
@sebcrozet sebcrozet merged commit c475c40 into dimforge:dev Mar 28, 2024
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SVD Computes Wrong Singular Values for Very Small-Valued Matrices
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