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[Octave-bug-tracker] [bug #46683] test svds fails


From: Marco Caliari
Subject: [Octave-bug-tracker] [bug #46683] test svds fails
Date: Tue, 15 Dec 2015 19:47:04 +0000
User-agent: Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:42.0) Gecko/20100101 Firefox/42.0

Follow-up Comment #8, bug #46683 (project octave):

1)
For this particular case (I mean, failure of a test in svds), I think it is
possible to do something. In fact, when b_sigma == 0, the eigenvalues are
symmetric about 0. Moreover, if sigma is an eigenvalue of [0,A;A'0], then
-sigma is an eigenvalue as well. Since svds requires 2*k eigenvalues, the
*expected* result is k positive eigenvalues and k negative. But, it may happen
(due to random initializations in ARPACK) that the number of positive
eigenvalues is less than k. But it means that the number of negative ones is
larger than k. So, take flipud(-s) instead of s.
So, before 


tol = norma * opts.tol;


I addedd


   if (b_sigma == 0)
     if (sum (s > 0) < k)
       s = flipud (-s);
     endif
   endif


and now test svds always succeeds.

2) 
I do not understand 


%! randn ("state", 42);      % Initialize to make normest function
reproducible


In fact, normest.m uses rand, not randn.

3)
Arpack <= 3.1.5 has a serious bug when requesting both eigenvalues and
eigenvectors (see #44004). Is it possible to detect Arpack version when
installing Octave?

Marco

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