[Gsll-devel] SVD problem

[Viktor Leis]

Hi,

I've got a problem with singular value decomposition: Big matrices
(e.g. 3000x3000) crash SBCL. With a matrix of 1000x1000 it doesn't
crash but instead I usually get nonsense results. With a small matrix
(e.g. 500x500) it works perfectly fine. I get the same behavior on 32
and 64 bit Linux.

(defun test (n)
  (let ((a (make-marray 'double-float :dimensions (list n n)))
        (s (make-marray 'double-float :dimensions n))
        (v (make-marray 'double-float :dimensions (list n n))))
    (dotimes (i n)
      (dotimes (j n)
        (setf (maref a i j) (random 1.0d0))))
    (multiple-value-list (sv-decomposition a s v))))

Viktor Leis