Merge pull request #676 from vpisarev/svd_stuff

added test for bug #1448 and hopefully fixes the bug #2898

modules/core/src/lapack.cpp

@@ -531,12 +531,12 @@ template<> inline int VBLAS<double>::givensx(double* a, double* b, int n, double
 #endif
 
 template<typename _Tp> void
-JacobiSVDImpl_(_Tp* At, size_t astep, _Tp* _W, _Tp* Vt, size_t vstep, int m, int n, int n1, double minval)
+JacobiSVDImpl_(_Tp* At, size_t astep, _Tp* _W, _Tp* Vt, size_t vstep,
+               int m, int n, int n1, double minval, _Tp eps)
 {
     VBLAS<_Tp> vblas;
     AutoBuffer<double> Wbuf(n);
     double* W = Wbuf;
-    _Tp eps = DBL_EPSILON*10;
     int i, j, k, iter, max_iter = std::max(m, 30);
     _Tp c, s;
     double sd;
@@ -729,12 +729,12 @@ JacobiSVDImpl_(_Tp* At, size_t astep, _Tp* _W, _Tp* Vt, size_t vstep, int m, int
 
 static void JacobiSVD(float* At, size_t astep, float* W, float* Vt, size_t vstep, int m, int n, int n1=-1)
 {
-    JacobiSVDImpl_(At, astep, W, Vt, vstep, m, n, !Vt ? 0 : n1 < 0 ? n : n1, FLT_MIN);
+    JacobiSVDImpl_(At, astep, W, Vt, vstep, m, n, !Vt ? 0 : n1 < 0 ? n : n1, FLT_MIN, FLT_EPSILON*2);
 }
 
 static void JacobiSVD(double* At, size_t astep, double* W, double* Vt, size_t vstep, int m, int n, int n1=-1)
 {
-    JacobiSVDImpl_(At, astep, W, Vt, vstep, m, n, !Vt ? 0 : n1 < 0 ? n : n1, DBL_MIN);
+    JacobiSVDImpl_(At, astep, W, Vt, vstep, m, n, !Vt ? 0 : n1 < 0 ? n : n1, DBL_MIN, DBL_EPSILON*10);
 }
 
 /* y[0:m,0:n] += diag(a[0:1,0:m]) * x[0:m,0:n] */

modules/core/test/test_math.cpp

@@ -2487,6 +2487,35 @@ TEST(Core_SVBkSb, accuracy) { Core_SVBkSbTest test; test.safe_run(); }
 TEST(Core_Trace, accuracy) { Core_TraceTest test; test.safe_run(); }
 TEST(Core_SolvePoly, accuracy) { Core_SolvePolyTest test; test.safe_run(); }
 
+
+TEST(Core_SVD, flt)
+{
+    float a[] = {
+    1.23377746e+011f, -7.05490125e+010f, -4.18380882e+010f, -11693456.f,
+    -39091328.f, 77492224.f, -7.05490125e+010f, 2.36211143e+011f,
+    -3.51093473e+010f, 70773408.f, -4.83386156e+005f, -129560368.f,
+    -4.18380882e+010f, -3.51093473e+010f, 9.25311222e+010f, -49052424.f,
+    43922752.f, 12176842.f, -11693456.f, 70773408.f, -49052424.f, 8.40836094e+004f,
+    5.17475293e+003f, -1.16122949e+004f, -39091328.f, -4.83386156e+005f,
+    43922752.f, 5.17475293e+003f, 5.16047969e+004f, 5.68887842e+003f, 77492224.f,
+    -129560368.f, 12176842.f, -1.16122949e+004f, 5.68887842e+003f,
+    1.28060578e+005f
+    };
+
+    float b[] = {
+    283751232.f, 2.61604198e+009f, -745033216.f, 2.31125625e+005f,
+    -4.52429188e+005f, -1.37596525e+006f
+    };
+
+    Mat A(6, 6, CV_32F, a);
+    Mat B(6, 1, CV_32F, b);
+    Mat X, B1;
+    solve(A, B, X, DECOMP_SVD);
+    B1 = A*X;
+    EXPECT_LE(norm(B1, B, NORM_L2 + NORM_RELATIVE), FLT_EPSILON*10);
+}
+
+
 // TODO: eigenvv, invsqrt, cbrt, fastarctan, (round, floor, ceil(?)),