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dimdol10

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08-31-2017
06:44 AM

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IMSL Singular Value Decomposition convergence failure

Hello,

I have difficulty in singular value decomposition by using the IMSL subroutine DLSVRR due to convergence failure.

The error message says that the convergence can only be obtained for some of singular values and their corresponding singular vectors.

I think this problem has been a critical issue, but I haven't found any solution yet.

I hope someone might give me a suitable help.

Thanks.

1 Reply

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mecej4

Black Belt

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08-31-2017
07:09 AM

11 Views

You should probably post this in the Roguewave IMSL forum, and provide citations for "has been a critical issue". The IMSL 7.0 manual has a single-precision example for LSVRR, and that works fine with IFort 16.0.4. It should be obvious that if a problem occurs, it does so only in some specific cases, so you should provide enough details to allow the problem to be reproduced.

MKL/Lapack contains the routine DGESVD for computing the SVD of a real matrix. You could try that routine instead of DLSVRR.

For more complete information about compiler optimizations, see our Optimization Notice.