[ublas] gesvd with ublas/clapack

Subject: [ublas] gesvd with ublas/clapack
From: Yashodhan Nevatia (yashodhan.nevatia_at_[hidden])
Date: 2009-09-07 08:35:11

Hi all,

I am new to using UBlas/CLapack. I am using CLapack 3.1.1 with boost-numeric-bindings-20081116 (under Visual Studio 2008).

I have 2 questions regarding the use of the gesvd function.

1) Values of the U and the Vt matrix?

Finding the SVD of a 3x3 matrix, while trying to check the validity of the solution, I multiply the outputs (I check if A == U S Vt). Since the answer was not the original matrix, I took a look to see the values of the U and the Vt matrix seem swapped (compared to a MATLAB execution). In fact Vt S U == A.

The code fragment is:

       double min_delta=0.00001;
        matrix<double> U(3,3);
        matrix<double> Vt(3,3);
        matrix<double> A(3,3);
        matrix<double> S_mat(3,3);
        boost::numeric::ublas::vector<double> S(3);

        for (unsigned i = 0; i < A.size1 (); ++ i)
        {
        for (unsigned j = 0; j < A.size2 (); ++ j)
                {
            A(i, j) = (3 * i + j);
                }
        }

        gesvd('A','A',A,S,U,Vt);

        //Init S_mat
        for (unsigned i = 0; i < S_mat.size1 (); ++ i)
        {
        for (unsigned j = 0; j < S_mat.size2 (); ++ j)
        {
            S_mat(i, j) = 0.0;
        }
        if(i<S_mat.size2 ()) S_mat(i,i)=S(i);
        }

        matrix<double> res_t=prec_prod(U,S_mat);
        matrix<double> res=prec_prod(res_t,Vt);
        
        //Comparing values
        for (unsigned i = 0; i < res.size1 (); ++ i)
        {
        for (unsigned j = 0; j < res.size2 (); ++ j)
        {
            CPPUNIT_ASSERT(fabs(res(i,j) - (3 * i + j))<min_delta);
        }
        }

2) SVD of a non square matrix:

I need to caluclate the SVD of a non square matrix. I need the singular values and the right singular vectors (Vt).

I tried using gesvd the same way as above, it triggers a failed assert:

1>Assertion failed: info == 0, file d:\spaceapps\projects\wear_ga\yashodev\wear\libraries\boost-numeric-bindings\boost\numeric\bindings\lapack\gesvd.hpp, line 213
1>** On entry to DGESVD, parameter number  6 had an illegal value

The code is:

        matrix<double> U(5,5);
        matrix<double> Vt(3,3);
        matrix<double> A(5,3);
        boost::numeric::ublas::vector<double> S(3);

        for (unsigned i = 0; i < A.size1 (); ++ i)
        {
        for (unsigned j = 0; j < A.size2 (); ++ j)
        {
           A(i, j) = (3 * i + j);
        }
        }

        gesvd('A','A',A,S,U,Vt);

Any help or suggestions on tackling these issues would be greatly appreciated!

Thank you,

Yashodhan

-- 
Yashodhan Nevatia
Systems Engineer
Space Applications Services
Leuvensesteenweg 325
B-1932 Zaventem
Belgium
Tel:  [phone]
Fax:  [phone]
URL: www.spaceapplications.com
-- 
Yashodhan Nevatia
Systems Engineer
Space Applications Services
Leuvensesteenweg 325
B-1932 Zaventem
Belgium
Tel:  [phone]
Fax:  [phone]
URL: www.spaceapplications.com