[Bug-gsl] [bug #28767] gsl_linalg_SV_decomp gives NaN when tb, tab, dt = 0

[Brian Gough]

Follow-up Comment #1, bug #28767 (project gsl):

GSL version number: 1.9
hardware and operating system, OS details:
  Linux phit1 2.6.25.20-0.5-default #1 SMP 2009-08-14 01:48:11 +0200 x86_64
  x86_64 x86_64 GNU/Linux
gcc version:
  gcc version 4.3.1 20080507 (prerelease) [gcc-4_3-branch revision 135036]
  (SUSE Linux)
genre: linalg, SVD, gsl_linalg_SV_decomp
description of the bug behavior: NaN results in gsl_linalg_SV_decomp
short program which exercises the bug: included in this E-Mail
--------------------------------------------------------------

Dear GSL developers,

I managed to reproduce the data with a randomly generated matrix of
appropriate statistics: In this 462x421 matrix, about 90% of the rows and
43%
of the columns are completely zero. Of the other elements, 60% are 1 and the
rest is zero. Here's the test program and the output. Most of the time the
result contains NaNs; sometimes GSL's SVD algorithm fails to converge:

----- svdbug.c --------------------------------------------------
/*
  GSL version: 1.9
  
  Compile and run:
   gcc `gsl-config --cflags` svdbug.c `gsl-config --libs` -o svdbug &&
./svdbug
 */
#include <stdio.h>
#include <stdlib.h>
#include <gsl/gsl_matrix.h>
#include <gsl/gsl_vector.h>

#define rand_double() ((double)(rand()) / RAND_MAX)

int main(int argc, char** argv) {
  int m = 462, n = 421;
  gsl_matrix* A = gsl_matrix_alloc(m, n);

  srand(time(NULL));
  int i, j;
  int row_completely_zero[462];
  int column_completely_zero[421];
  for (i = 0; i < m; i++) {
    row_completely_zero[i] = rand_double() < 0.9;
  }
  for (i = 0; i < n; i++) {
    column_completely_zero[i] = rand_double() < 0.43;
  }

  int n_ones = 0, n_zeros = 0;
  for (i = 0; i < m; i++) {
    for (j = 0; j < n; j++) {
      double a = row_completely_zero[i] == 1 || column_completely_zero[j] ==
1
        ? 0 : (rand_double() < 0.6 ? 1 : 0);
      gsl_matrix_set(A, i, j, a);
      if (a == 0) { n_zeros++; }
      else if (a == 1) { n_ones++; }
    }
  }
  
  printf("m = %d, n = %d, %d elements, %d zeros, %d ones, rest: %dn", m, n,
      m * n, n_zeros, n_ones, m * n - n_zeros - n_ones);
  
  gsl_matrix* V = gsl_matrix_alloc(n, n);
  gsl_vector* S = gsl_vector_alloc(n);
  gsl_vector* work = gsl_vector_alloc(n);
  gsl_linalg_SV_decomp(A, V, S, work);
  printf("first 10 singular values:n");
  for (i = 0; i < 10; i++) {
    if (i > 0) { printf(", "); }
    printf("%g", gsl_vector_get(S, i));
  }
  return 0;
}
---- output ----------------------------------------------------
(phit1 ~/pj)    gcc `gsl-config --cflags` svdbug.c `gsl-config --libs` -
o svdbug && ./svdbug
m = 462, n = 421, 194502 elements, 189295 zeros, 5207 ones, rest: 0
first 10 singular values:
0, 0, nan, nan, nan, nan, nan, nan, nan, nan
(phit1 ~/pj)    gcc `gsl-config --cflags` svdbug.c `gsl-config --libs` -
o svdbug && ./svdbug
m = 462, n = 421, 194502 elements, 188300 zeros, 6202 ones, rest: 0
first 10 singular values:
0, nan, nan, nan, nan, nan, nan, nan, nan, nan
(phit1 ~/pj)    gcc `gsl-config --cflags` svdbug.c `gsl-config --libs` -
o svdbug && ./svdbug
m = 462, n = 421, 194502 elements, 189691 zeros, 4811 ones, rest: 0
first 10 singular values:
nan, nan, nan, nan, nan, nan, nan, nan, nan, nan
(phit1 ~/pj)    gcc `gsl-config --cflags` svdbug.c `gsl-config --libs` -
o svdbug && ./svdbug
m = 462, n = 421, 194502 elements, 188698 zeros, 5804 ones, rest: 0
gsl: svd.c:149: ERROR: SVD decomposition failed to converge
Default GSL error handler invoked.
[1]    29225 abort      ./svdbug
(phit1 ~/pj)

Kind regards
  Bruno Daniel


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