Hi MKL gurus,
I have in my code a call to LAPACKE_dgesvd function. This code is covered by autotest. Upon compiler migration we decided to upgrade MKL too from 11.3.4 to 2019.0.5.
And tests became red. After deep investigation I found that this function is not more returning the same U & V matrices.
I extracted the code and make it run in a separate env/project and same observation. the observation is the first column of U and first row of V have opposite sign
Could you please tell my what I'm doing wrong there ? or how should I use the new version to have the old results ?
I attached a simple project allowing to easily reproduce the issue. here is the code if you are not using visual studio
// MKL.cpp : This file contains the 'main' function. Program execution begins and ends there.
//
#include <iostream>
#include <algorithm>
#include <mkl.h>
int main()
{
const int rows(3), cols(3);
double covarMatrix[rows*cols] = { 0.9992441421012894, -0.6088405718211041, -0.4935146797825398,
-0.6088405718211041, 0.9992441421012869, -0.3357678733652218,
-0.4935146797825398, -0.3357678733652218, 0.9992441421012761};
double U[rows*rows] = { -1,-1,-1,
-1,-1,-1,
-1,-1,-1 };
double V[cols*cols] = { -1,-1,-1,
-1,-1,-1,
-1,-1,-1 };
double superb[std::min(rows, cols) - 1];
double eigenValues[std::max(rows, cols)];
MKL_INT info = LAPACKE_dgesvd(LAPACK_ROW_MAJOR, 'A', 'A',
rows, cols, covarMatrix, cols, eigenValues, U, rows, V, cols, superb);
if (info > 0)
std::cout << "not converged!\n";
std::cout << "U\n";
for (int row(0); row < rows; ++row)
{
for (int col(0); col < rows; ++col)
std::cout << U[row * rows + col] << "";
std::cout << std::endl;
}
std::cout << "V\n";
for (int row(0); row < cols; ++row)
{
for (int col(0); col < cols; ++col)
std::cout << V[row * rows + col] << "";
std::cout << std::endl;
}
std::cout << "Converged!\n";
}Here is more numerical explanations :
A = 0.9992441421012894, -0.6088405718211041, -0.4935146797825398,
-0.6088405718211041, 0.9992441421012869, -0.3357678733652218,
-0.4935146797825398, -0.3357678733652218, 0.9992441421012761
results on :
11.3.4 2019.0.5 & 2020.1.216
U
-0.765774 -0.13397 0.629 0.765774 -0.13397 0.629
0.575268 -0.579935 0.576838 -0.575268 -0.579935 0.576838
0.2875 0.803572 0.521168 -0.2875 0.803572 0.521168
V
-0.765774 0.575268 0.2875 0.765774 -0.575268 -0.2875
-0.13397 -0.579935 0.803572 -0.13397 -0.579935 0.803572
0.629 0.576838 0.521168 0.629 0.576838 0.521168
I tested using scipy and the result is identical as on 11.3.4 version.
from scipy import linalg
from numpy import array
A = array([[0.9992441421012894, -0.6088405718211041, -0.4935146797825398], [-0.6088405718211041, 0.9992441421012869, -0.3357678733652218], [-0.4935146797825398, -0.3357678733652218, 0.9992441421012761]])
print(A)
u,s,vt,info = linalg.lapack.dgesvd(A)
print(u)
print(s)
print(vt)
print(info)
Thanks for your help and best regards
Mokhtar
