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[Octave-bug-tracker] [bug #57185] svds returns inconsistent singular val


From: Rik
Subject: [Octave-bug-tracker] [bug #57185] svds returns inconsistent singular values
Date: Fri, 8 Nov 2019 16:25:57 -0500 (EST)
User-agent: Mozilla/5.0 (Windows NT 10.0; WOW64; Trident/7.0; rv:11.0) like Gecko

Follow-up Comment #8, bug #57185 (project octave):

For the second question, I think we need to check the code.  In svds.m there
is


    if (nargout > 1)
      [V, s, flag] = eigs ([sparse(m,m), b; b', sparse(n,n)],
                           b_k, b_sigma, b_opts);
      s = diag (s);
    else
      s = eigs ([sparse(m,m), b; b', sparse(n,n)], b_k, b_sigma, b_opts);
    endif


so we are calling eigs with a different function prototype in each case.  I
seem to recall that if only the singular values are requested we may perform a
sort on them to ensure uniform ordering.  But, we can't do that arbitrarily
when someone has requested the full decomposition because it would also
require changing the U and V matrices to ensure that the decomposition


A = U * S * V'


still holds.  


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