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Check if there are degenerate eigenvalues in svd #183

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eperim opened this issue Dec 13, 2019 · 2 comments
Open

Check if there are degenerate eigenvalues in svd #183

eperim opened this issue Dec 13, 2019 · 2 comments

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@eperim
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eperim commented Dec 13, 2019

If one tries to compute the sensitivity of svd with a matrix that has two or more identical eigenvalues (like the identity, for instance), values will blow up at this line https://github.com/invenia/Nabla.jl/blob/master/src/sensitivities/linalg/factorization/svd.jl#L68

It would be nice to have a check and then either warn or fail gracefully in case that happens.

PS: This seems to be an issue with pytorch and autograd as well.

@oxinabox
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oxinabox commented Dec 13, 2019

Does this tie to:
W Wang et al ‎2019: Backpropagation-Friendly Eigendecomposition
https://papers.nips.cc/paper/8579-backpropagation-friendly-eigendecomposition.pdf

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@eperim
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eperim commented Dec 13, 2019

That's awesome. The issue seems to be exactly that.

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