Problem Note 7033: CALL SVD, GINV and HOMOGEN functions may return incorrect results
In some instances the results returned by CALL SVD and the GINV and
HOMOGEN functions may be incorrect. To see if you are at risk for
encountering the problem, use the following check:
PROC IML;
START SVDCHECK(U,S,V,A);
CALL SVD(U,S,V,A);
SSA=SSQ(A);
SSS=SSQ(S);
/******************************************/
/* Validation part */
/* Reconstruct A from the decomposition */
/******************************************/
B = U * DIAG(S) * V`;
/******************************************/
/* Check the difference */
/******************************************/
N=NROW(S);
EPS=CONSTANT('sqrtmaceps');
IF MAX(ABS(A-B)) > EPS * MAX(ABS(A))
| MAX(ABS(U`*U)-I(N)) > EPS
| MAX(ABS(V`*V)-I(N)) > EPS
| ABS(SSA-SSS) > EPS * MAX(SSA,SSS)
THEN DO;
PRINT 'Problem Encountered', A;
END;
ELSE DO;
PRINT 'OK';
END;
RETURN;
FINISH;
A Technical Support hot fix for Release 8.2 TSLEVEL TS2M0 for this
issue is available at:
http://www.sas.com/techsup/download/hotfix/82_sbcs_prod_list.html#007033
Operating System and Release Information
| SAS System | SAS/IML | ABI+ for Intel Architecture | 8 TS M0 | |
| z/OS | 8 TS M0 | 9 TS M0 |
| OS/2 | 8 TS M0 | |
| IRIX | 8 TS M0 | |
| 64-bit Enabled Solaris | 8 TS M0 | |
| Solaris | 8 TS M0 | |
| OpenVMS VAX | 8 TS M0 | |
| Microsoft Windows 2000 Advanced Server | 8 TS M0 | 9 TS M0 |
| Microsoft Windows 2000 Datacenter Server | 8 TS M0 | 9 TS M0 |
| Microsoft Windows 2000 Professional | 8 TS M0 | 9 TS M0 |
| Microsoft Windows 2000 Server | 8 TS M0 | 9 TS M0 |
| Microsoft Windows 95/98 | 8 TS M0 | |
| Microsoft Windows NT Workstation | 8 TS M0 | 9 TS M0 |
| 64-bit Enabled HP-UX | 8 TS M0 | |
| 64-bit Enabled AIX | 8 TS M0 | |
| HP-UX | 8 TS M0 | |
| CMS | 8 TS M0 | |
| OpenVMS Alpha | 8 TS M0 | 9 TS M0 |
| Tru64 UNIX | 8 TS M0 | 9 TS M0 |
| AIX | 8 TS M0 | |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Problem Note |
| Priority: | alert |
| Topic: | SAS Reference ==> Procedures ==> IML Analytics ==> Financial Analysis Analytics ==> Forecasting Analytics ==> Mathematical Optimization Analytics ==> Matrix Programming Analytics ==> Time Series Analysis Analytics ==> Regression Analytics ==> Simulation Analytics ==> Exploratory Data Analysis Analytics ==> Transformations Analytics ==> Descriptive Statistics
|
| Date Modified: | 2002-04-12 12:19:42 |
| Date Created: | 2002-03-01 12:13:45 |