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Can SVD fail?

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SVD promises that any matrix A can be written as A = U*S*V' where U and V are unitary matrices and D is diagonal.
Is it possible for SVD to fail?


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Accepted Answer

Walter Roberson
Walter Roberson on 6 Apr 2018
It would not surprise me if Mathwork's implementation can fail to converge -- indeed, there is a svd::svdNoConvergence error message in the message catalogs.


Kevin on 6 Apr 2018
Hi Walter,
Great. Thanks for the link. I will definitely look at them. I am hoping that I can find an actual matrix that can make MATLAB SVD to fail. If If I find one, I will post the matrix here.
You mentioned "message catalog". How do you get that?
Walter Roberson
Walter Roberson on 6 Apr 2018
The applicable message catalog is
fullfile(matlabroot, '/resources/MATLAB/en/svd.xml')
For example matrices, see the discussion which implies it is a LAPACK / MKL issue and so MATLAB would probably be affected if it is using a release from before the fix.

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