Re: svds test failure

[Daniel J Sebald]

On 07/31/2012 12:47 PM, Rik wrote:
> On 07/31/2012 07:02 AM, address@hidden wrote:
> > No, you're not. There issue is that svds has a test that is
> > nondeterministic and sometimes the error is higher than tolerance. One
> > the machine that failed, try running "test svds" a few times and see
> > how often that fails.
> >
> > I don't know if we can make this test nondeterministic because the
> > randomness comes from ARPACK, not from Octave, so I don't know if we
> > can seed it. We could just increase the tolerance.
> 7/31/12
>
> Melvin,
>
> This issue comes up again and again.  The issue is that ARPACK is an
> iterative solution solver and the success or failure can depend on the
> initial starting point relative to the solution.  In order to stop
> variability in tests, we initialize Octave's random number generators and
> then create an initial seed location (which is now always the same) to pass
> to ARPACK.  However, even this hasn't fully stopped all failures.  It is
> possible that this is due to small machine-dependent round-off errors which
> render even the initial seed location slightly different between machines.

I agree with your assessment.  However, there are six tests in svds.m 
and only two of them use the 'opts' input options.  The tests' fail/pass 
shouldn't be dependent upon having a specific initial state for the code.

There are some other tests here that look somewhat suspect as well.  For 
example:

%!testif HAVE_ARPACK
%! s = svds (speye (10));
%! assert (s, ones (6, 1), 2*eps);

To expect a numerical routine to be accurate within two times the 
machine precision is asking for quite a bit.  The tests which have 
'opts' passed in are asking for accuracy within 1e-10, which seems more 
reasonable.

I realize one would expect the result to be deterministic and not fail 
in one case and pass in the other, but who knows how ARPACK is set up?

Melvin, is there a way you could make some simple mod to the svds.m 
tests to indicate exactly which test(s) is failing.

Dan