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gsl/linalg linalg_simple.c
- To: gsl-cvs at sourceware dot cygnus dot com
- Subject: gsl/linalg linalg_simple.c
- From: jt at sourceware dot cygnus dot com
- Date: 18 Oct 1999 06:47:51 -0000
CVSROOT: /cvs/gsl
Module name: gsl
Changes by: jt@sourceware.cygnus.com 99/10/17 23:47:51
Modified files:
linalg : linalg_simple.c
Log message:
i was trying to use the SVD routine in linalg/linalg_simple.c,
and it was producing singular values that were saturating at
about 10^-6, even though the true values were much smaller than
that. i was able to "fix" the problem by replacing
GSL_DBL_EPSILON with GSL_DBL_MIN, but i am suspicious of this
solution. perhaps the true test should be GSL_DBL_EPSILON times
some scale factor? despite the fact that SVD always seems a
little magical to me, and despite the likelihood that it will
break some other case, i've gone ahead and cvs commit'd the
change. my own testing code, i must confess, is too convoluted
to include here, but the test i did was a 10x10 Hilbert matrix:
A[i][j] = 1/(i+j+2), i=0..9, j=0..9