{D,Z}BBCSD: stricter zero criterion #966
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The tolerance below which matrix entries are considered zero is tightened to avoid insufficiently accurate singular vectors. fixes Reference-LAPACK#965
Codecov ReportAttention:
Additional details and impacted files@@ Coverage Diff @@
## master #966 +/- ##
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Coverage 0.00% 0.00%
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Files 1930 1930
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Misses 190421 190421 ☔ View full report in Codecov by Sentry. |
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Description
The tolerance below which matrix entries are considered zero is tightened to avoid insufficiently accurate singular vectors.
I cannot locate more information about the zero criterion and the choice may be too conservative: there is no information in the git history about it (only the final code was committed in 2010) and in the article Computing the Complete CS Decomposition (2008) from the code author, it only says:
The article Stable Computation of the CS Decomposition: Simultaneous Bidiagonalization does not discuss the zero criterion.
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