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SVD failes to converge

Apr 19, 2013 at 5:48 PM
Edited Apr 19, 2013 at 5:49 PM
Hi

I have a DenseMatrix (529 x 529) populated with very small numbers (2.37200035620307E-12, 1.19101E-57 etc.)

When ever I try to perform SVD on it I get an "Algorithm failed to converge" exception after a couple of minutes.

is it possible that I'm getting this error since the values in my matrix are all very small?

I make the call to SVD as follows:
_DenseSvd denseSvd = new DenseSvd(L,true);
where _L is my matrix

I can post the matrix itself as an excel file if it's required
thanks in advance

Guy
Apr 20, 2013 at 1:36 PM
I think i figured what was the problem; turns out I had a couple of NaN values in my matrix which caused the procedure to fail.