SVD routine error?

Posted by wdgann2002 on Feb 17, 2004; 5:22pm
URL: http://quantlib.414.s1.nabble.com/SVD-routine-error-tp2794.html

Hello,

 

I'm new to quantLib but I'm getting some bad numbers back from the SVD getV() routine.  The other matricies are ok but not not V.    Are there any know problems with that code or is the problem (more likely) somewhere on my side?  I did a search through the archive but could not find any  Here is the code segment I'm looking at.  Thanks ahead of time for anyone's help.

 

Rick

 

  Matrix U(A.rows(), A.rows());
  Matrix V(A.columns(), A.columns());
  Matrix S(A.rows(),A.rows());
  Array s(A.columns());
  SVD svd(A);
  svd.getU(U);
  svd.getV(V);      <---------- bad values (they are there but they are wong????)
  svd.getS(S);
  Matrix Vt=transpose(V);
  Matrix Lt = U*S;

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