DGESVD returning wrong singular values (and poor efficiency) for some values of lwork

John_Young — Sat, 05 Mar 2016 22:08:26 GMT

I've attached some fortran test code for which ZGESVD is returning the wrong singular values and also exhibiting poor efficiency for some values of lwork. I'm using linux with MKL 11.3.1 Product Build 20151021. I've also observed the bug under Windows as well. I'm using 8-byte integers and the ILP64 libraries.

The test matrix is an identity matrix whose singular values should be all one.

When I use an lwork value as the minimum value suggested by the LAPACK documentation everything works fine and is fairly efficient. If I use the value of lwork returned by an lwork=-1 query, the singular values are not all one and the SVD is much slower than the first case. I used a third value of lwork between the optimum value and the minimum value and the SVD routine took so long that I stopped the simulation.

My compile line is

ifort -i8 -module . test.F90 -L$INTEL_MKL_LIBS -liomp5 -lmkl_intel_ilp64 -lmkl_core -lmkl_intel_thread -lpthread -lm

The output I observe from the test program is

OpenMP: 0
Intel(R) Math Kernel Library Version 11.3.1 Product Build 20151021 for Intel(R)
64 architecture applications

SUM: (5868.00000000000,0.000000000000000E+000)
Starting SVD TRY 1                  5868                  5868
LWORK :                 17604
Condition #:    1.00000000000000
Done with SVD TRY 1
Starting SVD TRY 2                  5868                  5868
LWORK :                645480
Condition #:    10.6534147285328
Done with SVD TRY 2
Starting SVD TRY 3                  5868                  5868
LWORK :                 58680
^Cforrtl: error (69): process interrupted (SIGINT)

Hi John,

Ying_H_Intel — Tue, 08 Mar 2016 07:04:49 GMT

Hi John,

thanks for the report. I can reproduce the two problems. We will investigate them and update you soon.

Thanks

Ying

Ying,

John_Young — Tue, 08 Mar 2016 12:39:26 GMT

Ying, Thanks for looking into this. I apologize for the double post. It's ok to reply to only of them. John

topic Ying, in Intel® oneAPI Math Kernel Library

DGESVD returning wrong singular values (and poor efficiency) for some values of lwork

Hi John,

Ying,