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From: | stuart macgregor |
Subject: | [U,S,V=svd() : V not orthonormal, and matrix mpy bug |
Date: | Sat, 2 May 2020 01:11:43 +0100 |
User-agent: | Mozilla/5.0 (X11; Linux x86_64; rv:68.0) Gecko/20100101 Thunderbird/68.7.0 |
Am I missing something? I expected both U and V to be orthonormal.
Using Octave 5.2.0 (installed via flatpack, which fixed an earlier problem vs regular install)
Octave was configured for "x86_64-pc-linux-gnu".
Running Ubuntu 19.10 on Intel Core I9-9820X with Gnome34.2 64 bit, regularly updated.
The Matrix MLD is real.
>> [U,S,V]=svd(MLD,'econ'); >> size(U) ans = 36 36 >> U(:,1:4)'*U(:,1:4) ans = 1.0000e+00 -3.8510e-17 -1.0754e-16 -1.0355e-16 -3.8510e-17 1.0000e+00 7.3062e-18 -1.8824e-16 -1.0754e-16 7.3062e-18 1.0000e+00 6.6542e-17 -1.0355e-16 -1.8824e-16 6.6542e-17 1.0000e+00 >> V(:,1:4)'*V(:,1:4) ans = 1.9966201 -0.0022979 0.0052995 0.0075676 -0.0022979 1.9862628 0.0194220 0.0103522 0.0052995 0.0194220 1.9644382 -0.0056048 0.0075676 0.0103522 -0.0056048 1.9275569 >> diag(S(1:4,1:4)) ans = 3.766173 0.690411 0.263197 0.092771 >> size(MLD) ans = 36 295 >>
I also found a matrix multiply oddity:
>> B(:,2:8)'*B(:,2:8) ans = 1.0000e+00 2.7756e-17 -1.4919e-16 4.1633e-17 -2.1467e-17 3.4694e-17 -1.0408e-17 2.7756e-17 1.0000e+00 6.9389e-18 -2.0817e-16 2.7756e-17 -2.7756e-17 -1.7347e-18 -1.4919e-16 6.9389e-18 1.0000e+00 2.3592e-16 -6.9389e-17 -1.1709e-17 -2.7756e-17 4.1633e-17 -2.0817e-16 2.3592e-16 1.0000e+00 -2.6368e-16 1.4225e-16 -6.9389e-17 -2.1467e-17 2.7756e-17 -6.9389e-17 -2.6368e-16 1.0000e+00 1.2837e-16 8.3267e-17 3.4694e-17 -2.7756e-17 -1.1709e-17 1.4225e-16 1.2837e-16 1.0000e+00 2.4980e-16 -1.0408e-17 -1.7347e-18 -2.7756e-17 -6.9389e-17 8.3267e-17 2.4980e-16 1.0000e+00 >> B(:,1:8)'*B(:,1:8) ans = 0.4818556 0.1625315 -0.1614122 0.1034121 -0.1437415 -0.0224212 0.0613405 -0.0761984 0.1625315 0.3871704 -0.2118523 0.1128191 0.0150783 0.1026268 -0.0099027 0.0190180 -0.1614122 -0.2118523 0.2683112 0.0359601 0.0880460 0.0450180 0.0673382 0.0484130 0.1034121 0.1128191 0.0359601 0.1390827 0.0393239 -0.0328826 0.0326014 -0.0616807 -0.1437415 0.0150783 0.0880460 0.0393239 0.1017367 0.0868841 -0.0163814 -0.0592729 -0.0224212 0.1026268 0.0450180 -0.0328826 0.0868841 0.1351116 0.0356768 0.0187677 0.0613405 -0.0099027 0.0673382 0.0326014 -0.0163814 0.0356768 0.1817737 -0.0215152 -0.0761984 0.0190180 0.0484130 -0.0616807 -0.0592729 0.0187677 -0.0215152 -0.0428795
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