Merge pull request #1314 from rasmusgo/fix-svd-near-zero
Fix bug in SVD related to values near zero
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commit
2e99320d01
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@ -8,6 +8,7 @@ use simba::scalar::ComplexField;
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use crate::geometry::Reflection;
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use crate::linalg::householder;
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use crate::num::Zero;
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use std::mem::MaybeUninit;
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/// The bidiagonalization of a general matrix.
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@ -227,7 +228,11 @@ where
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for i in (0..dim - shift).rev() {
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let axis = self.uv.view_range(i + shift.., i);
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// TODO: sometimes, the axis might have a zero magnitude.
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// Sometimes, the axis might have a zero magnitude.
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if axis.norm_squared().is_zero() {
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continue;
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}
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let refl = Reflection::new(Unit::new_unchecked(axis), T::zero());
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let mut res_rows = res.view_range_mut(i + shift.., i..);
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@ -263,7 +268,11 @@ where
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let axis = self.uv.view_range(i, i + shift..);
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let mut axis_packed = axis_packed.rows_range_mut(i + shift..);
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axis_packed.tr_copy_from(&axis);
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// TODO: sometimes, the axis might have a zero magnitude.
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// Sometimes, the axis might have a zero magnitude.
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if axis_packed.norm_squared().is_zero() {
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continue;
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}
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let refl = Reflection::new(Unit::new_unchecked(axis_packed), T::zero());
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let mut res_rows = res.view_range_mut(i.., i + shift..);
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@ -17,7 +17,7 @@ pub struct GivensRotation<T: ComplexField> {
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// Matrix = UnitComplex * Matrix
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impl<T: ComplexField> GivensRotation<T> {
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/// The Givents rotation that does nothing.
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/// The Givens rotation that does nothing.
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pub fn identity() -> Self {
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Self {
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c: T::RealField::one(),
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@ -88,13 +88,13 @@ impl<T: ComplexField> GivensRotation<T> {
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}
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}
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/// The cos part of this roration.
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/// The cos part of this rotation.
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#[must_use]
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pub fn c(&self) -> T::RealField {
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self.c.clone()
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}
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/// The sin part of this roration.
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/// The sin part of this rotation.
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#[must_use]
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pub fn s(&self) -> T {
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self.s.clone()
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@ -1,6 +1,6 @@
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#![cfg(feature = "proptest-support")]
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macro_rules! gen_tests(
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#[cfg(feature = "proptest-support")]
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mod proptest_tests {
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macro_rules! gen_tests(
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($module: ident, $scalar: expr) => {
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mod $module {
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#[allow(unused_imports)]
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@ -54,8 +54,9 @@ macro_rules! gen_tests(
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}
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);
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gen_tests!(complex, complex_f64());
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gen_tests!(f64, PROPTEST_F64);
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gen_tests!(complex, complex_f64());
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gen_tests!(f64, PROPTEST_F64);
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}
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#[test]
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fn bidiagonal_identity() {
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@ -74,3 +75,31 @@ fn bidiagonal_identity() {
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let (u, d, v_t) = bidiagonal.unpack();
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assert_eq!(m, &u * d * &v_t);
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}
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#[test]
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fn bidiagonal_regression_issue_1313() {
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let s = 6.123234e-16_f32;
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let mut m = nalgebra::dmatrix![
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10.0, 0.0, 0.0, 0.0, -10.0, 0.0, 0.0, 0.0;
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s, 10.0, 0.0, 10.0, s, 0.0, 0.0, 0.0;
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20.0, -20.0, 0.0, 20.0, 20.0, 0.0, 0.0, 0.0;
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];
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m.unscale_mut(m.camax());
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let bidiagonal = m.clone().bidiagonalize();
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let (u, d, v_t) = bidiagonal.unpack();
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let m2 = &u * d * &v_t;
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assert_relative_eq!(m, m2, epsilon = 1e-6);
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}
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#[test]
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fn bidiagonal_regression_issue_1313_minimal() {
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let s = 6.123234e-17_f32;
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let m = nalgebra::dmatrix![
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1.0, 0.0, -1.0;
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s, 1.0, s;
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];
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let bidiagonal = m.clone().bidiagonalize();
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let (u, d, v_t) = bidiagonal.unpack();
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let m2 = &u * &d * &v_t;
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assert_relative_eq!(m, m2, epsilon = 1e-6);
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}
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@ -499,3 +499,17 @@ fn svd_regression_issue_1072() {
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epsilon = 1e-9
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);
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}
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#[test]
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// Exercises bug reported in issue #1313 of nalgebra (https://github.com/dimforge/nalgebra/issues/1313)
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fn svd_regression_issue_1313() {
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let s = 6.123234e-16_f32;
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let m = nalgebra::dmatrix![
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10.0, 0.0, 0.0, 0.0, -10.0, 0.0, 0.0, 0.0;
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s, 10.0, 0.0, 10.0, s, 0.0, 0.0, 0.0;
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20.0, -20.0, 0.0, 20.0, 20.0, 0.0, 0.0, 0.0;
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];
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let svd = m.clone().svd(true, true);
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let m2 = svd.recompose().unwrap();
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assert_relative_eq!(&m, &m2, epsilon = 1e-5);
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}
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