On 08/17/2016 11:22 AM, Rik wrote:
On 08/17/2016 09:05 AM, Daniel J Sebald wrote:
On 08/17/2016 10:28 AM, Rik wrote:
All,
I don't want to look a gift horse in the mouth, but the new gsvd
function
doesn't calculate the same values as Matlab. This is a shame,
because no
one with existing Matlab gsvd code will switch to Octave unless it
is clear
that they can get the same results. I filed a bug report about it here
(https://savannah.gnu.org/bugs/index.php?48807).
If we are lucky, it is simply a matter of recombining the outputs in a
different format, but I am not a linear algebra expert so I haven't
tried.
--Rik
What is not the same? (I haven't looked closely.) Is it something like
the order of generalized eigenvalues/vectors?
Order of outputs is different, which is easily fixed but still does need
fixing. The real issue is that the calculated results are different. I
suspect that we just need to combine our outputs in a certain way, maybe
multiply two of them together or take a transpose, in order to get the
same
results as Matlab.
Generally speaking, the field of linear algebra has always disregarded
things like singular value order, unless it is specifically called out.
Don't know why, maybe because there are different numerical approaches
to solving such problems and placing them in a particular order requires
extra computations. Leave it up to the user I guess.