JuliaLang / JuliaLang/LinearAlgebra.jl

Should \(SVD,...) truncate small singular values?

Open
#652 1 comment 1 reaction 0 assignees View on GitHub
breaking needs decision
Dominant language
Julia
Stars
77
Forks
65
Avg merge
3d 23h
Merged PRs (30d)
10

Description

This is a follow up on the discussion in https://github.com/JuliaLang/julia/pull/32126. Currently, `\` and `inv` truncate the smaller singular values, i.e. it actually computes a pseudo-inverse (or applies regularization if that is your preferred language). That is sometimes beneficial and the SVD is used for this purpose but I'm wondering if we should make the truncation/regularization explicit, i.e. let `inv` be the untruncated inverse and use `pinv` for the truncated version. Similarly, we could add a relative tolerance keyword argument to `ldiv!` which would default to zero, which would mean no truncation. The issue is `\` which is an operator so we can't really control the behavior with an extra argument (when used as infix). Thoughts?

Contributor guide

No contributing guide indexed for this repository

Assessment

This issue has not been assessed yet.

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.