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- [U, S, V, flag] = svds(data, nSVDs, 'L')
- flag = 1
- svdOpts = struct('tol', 1e-10, 'maxit', 600, 'disp', 0);
- while flag:
- if svdOpts.maxit > 1e6
- error('There''s a real problem here.')
- end
- [U, S, V, flag] = svds(data, nSVDs, 'L', svdOpts)
- svdOpts.maxit = svdOpts.maxit*2
- end
- % Generate data for SVD failure to converge
- % Kernel functions
- data_fun1 = @(t, tau)(exp(-t*(1./tau)));
- t = linspace(0, 10, 26)';
- tau1 = logspace(-1, log10(5), 150);
- k1 = data_fun1(t, tau1);
- gamma = 4257;
- n = 6;
- tau = 0.075;
- A = -(2/3)*(2*pi*gamma)^2*n*tau.^3;
- data_fun2 = @(V, t)exp(A*t*(V.^2));
- V = linspace(0, 0.4, 29);
- tau3 = logspace(-1, log10(5), 150)';
- tau3 = tau3*1e-5;
- k2 = data_fun2(V, tau3)';
- svdOpts = struct('tol', 1e-10, 'maxit', 1e3, 'disp', 0);
- svdOpts2 = svdOpts;
- flag = 1;
- while flag
- if svdOpts2.maxit > 1e8
- break
- end
- [U1, S1, V1, flag] = svds(k1, length(t), 'L', svdOpts);
- svdOpts2.maxit = svdOpts2.maxit * 2;
- end
- flag
- % flag == 0
- flag = 1;
- while flag
- if svdOpts2.maxit > 1e8
- break
- end
- [U2, S2, V2, flag] = svds(k2, length(V), 'L', svdOpts);
- svdOpts2.maxit = svdOpts2.maxit * 2;
- end
- flag
- % flag == 1
- >> tic, [U2, S2, V2, flag] = svds(k2, length(V), 'L'); toc
- Elapsed time is 0.830326 seconds.
- >> flag
- flag =
- 1
- >> tic, [U2, S2, V2] = svd(k2); toc
- Elapsed time is 0.002851 seconds.
- >> norm(U2*S2*V2'-k2)/norm(k2)
- ans =
- 8.4982e-16
- >> max(max(abs(U2*S2*V2'./k2-1)))
- ans =
- 5.8111e-12
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