Can SVD fail?
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Kevin
el 6 de Abr. de 2018
Comentada: Walter Roberson
el 6 de Abr. de 2018
SVD promises that any matrix A can be written as A = U*S*V' where U and V are unitary matrices and D is diagonal.
Is it possible for SVD to fail?
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Walter Roberson
el 6 de Abr. de 2018
Some SVD implementations can fail to converge; https://arxiv.org/abs/1707.07803 and http://www.stat.umn.edu/macanova/htmlhelp/node332.htm and https://stackoverflow.com/questions/24966691/catching-exception-error-svd-failed-to-converge and https://groups.google.com/forum/#!topic/gensim/pOi60wIs1Nw
It would not surprise me if Mathwork's implementation can fail to converge -- indeed, there is a svd::svdNoConvergence error message in the message catalogs.
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Walter Roberson
el 6 de Abr. de 2018
The applicable message catalog is
fullfile(matlabroot, '/resources/MATLAB/en/svd.xml')
For example matrices, see the discussion http://community.wolfram.com/groups/-/m/t/1065721 which implies it is a LAPACK / MKL issue and so MATLAB would probably be affected if it is using a release from before the fix.
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