diff --git a/src/linalg/svd.rs b/src/linalg/svd.rs index 3f945a65..06bae4a3 100644 --- a/src/linalg/svd.rs +++ b/src/linalg/svd.rs @@ -98,7 +98,7 @@ where matrix, compute_u, compute_v, - T::RealField::default_epsilon(), + T::RealField::default_epsilon() * crate::convert(5.0), 0, ) .unwrap() @@ -888,13 +888,13 @@ fn compute_2x2_uptrig_svd( v_t = Some(csv.clone()); } - if compute_u { - let cu = (m11.scale(csv.c()) + m12 * csv.s()) / v1.clone(); - let su = (m22 * csv.s()) / v1.clone(); - let (csu, sgn_u) = GivensRotation::new(cu, su); + let cu = (m11.scale(csv.c()) + m12 * csv.s()) / v1.clone(); + let su = (m22 * csv.s()) / v1.clone(); + let (csu, sgn_u) = GivensRotation::new(cu, su); + v1 *= sgn_u.clone(); + v2 *= sgn_u; - v1 *= sgn_u.clone(); - v2 *= sgn_u; + if compute_u { u = Some(csu); } } diff --git a/tests/linalg/svd.rs b/tests/linalg/svd.rs index deb3d38d..900901ad 100644 --- a/tests/linalg/svd.rs +++ b/tests/linalg/svd.rs @@ -460,3 +460,42 @@ fn svd_sorted() { epsilon = 1.0e-5 ); } + +#[test] +// Exercises bug reported in issue #983 of nalgebra (https://github.com/dimforge/nalgebra/issues/983) +fn svd_regression_issue_983() { + let m = nalgebra::dmatrix![ + 10.74785316637712f64, -5.994983325167452, -6.064492921857296; + -4.149751381521569, 20.654504205822462, -4.470436210703133; + -22.772715014220207, -1.4554372570788008, 18.108113992170573 + ] + .transpose(); + let svd1 = m.clone().svd(true, true); + let svd2 = m.clone().svd(false, true); + let svd3 = m.clone().svd(true, false); + let svd4 = m.svd(false, false); + + assert_relative_eq!(svd1.singular_values, svd2.singular_values, epsilon = 1e-9); + assert_relative_eq!(svd1.singular_values, svd3.singular_values, epsilon = 1e-9); + assert_relative_eq!(svd1.singular_values, svd4.singular_values, epsilon = 1e-9); + assert_relative_eq!( + svd1.singular_values, + nalgebra::dvector![3.16188022e+01, 2.23811978e+01, 0.], + epsilon = 1e-6 + ); +} + +#[test] +// Exercises bug reported in issue #1072 of nalgebra (https://github.com/dimforge/nalgebra/issues/1072) +fn svd_regression_issue_1072() { + let x = nalgebra::dmatrix![-6.206610118536945f64, -3.67612186839874; -1.2755730783423473, 6.047238193479124]; + let mut x_svd = x.svd(true, true); + x_svd.singular_values = nalgebra::dvector![1.0, 0.0]; + let y = x_svd.recompose().unwrap(); + let y_svd = y.svd(true, true); + assert_relative_eq!( + y_svd.singular_values, + nalgebra::dvector![1.0, 0.0], + epsilon = 1e-9 + ); +}