linalg svd unwrap issues

[rust-ml]

linalg svd unwrap issues

[termoshtt]

I also reproduced this issue. This unwrap occurs when the input vector temp at https://github.com/ADMoreau/Rust-PCA/blob/1cce2f34e60bfa59faec219fd45a62a14e7471eb/processing/src/rPCA/algorithm.rs#L95 becomes NaN array.

With my some debug code

      let temp: Array2<f64> = X.to_owned().clone();
      println!("temp[0, 0] = {}", temp[(0, 0)]);
      println!("temp[0, 1] = {}", temp[(0, 1)]);
      println!("temp[1, 0] = {}", temp[(1, 0)]);
      let (u, s, v) = temp.svd(true, true).unwrap();

the end of log becomes following:

$ cd preprocessing
$ cargo test --features=intel-mkl
...
[/home/teramura/.cargo/registry/src/github.com-1ecc6299db9ec823/ndarray-linalg-0.12.0/src/lapack/svd.rs:83] ldvt = 100
temp[0, 0] = -483774241208677100000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000
temp[0, 1] = -1581024226846399000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000
temp[1, 0] = -417737396116675400000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000000
[/home/teramura/.cargo/registry/src/github.com-1ecc6299db9ec823/ndarray-linalg-0.12.0/src/lapack/svd.rs:83] ldvt = 100
temp[0, 0] = NaN
temp[0, 1] = NaN
temp[1, 0] = NaN
[/home/teramura/.cargo/registry/src/github.com-1ecc6299db9ec823/ndarray-linalg-0.12.0/src/lapack/svd.rs:83] ldvt = 100
thread 'rPCA::algorithm::tests::test_rPCA' panicked at 'called `Result::unwrap()` on an `Err` value: Lapack { return_code: -6 }', src/libcore/result.rs:1165:5
note: run with `RUST_BACKTRACE=1` environment variable to display a backtrace.

I did not trace why it becomes NAN yet...
Anyway, this is an error message issue for ndarray-linalg, thanks for notification @LukeMathWalker

[LukeMathWalker]

Can you post the full backtrace for the case that panics?
If the code you are working on is already here on GitHub a link would be useful to clone and reproduce.

[ADMoreau]

Here is the code https://github.com/ADMoreau/Rust-PCA The issue only happens in the rPCA function, PCA works fine. Sorry if the code is hard to read I haven't put all of the docs in yet. backtrace -

[/home/austin/.cargo/registry/src/github.com-1ecc6299db9ec823/ndarray-linalg-0.12.0/src/lapack/svd.rs:83] ldvt = 100

called Result::unwrap() on an Err value: Lapack { return_code: -6 }
thread 'rPCA::algorithm::tests::test_rPCA' panicked at 'called Result::unwrap() on an Err value: Lapack { return_code: -6 }', src/libcore/result.rs:1189:5
stack backtrace:
0: backtrace::backtrace::libunwind::trace
at /cargo/registry/src/github.com-1ecc6299db9ec823/backtrace-0.3.40/src/backtrace/libunwind.rs:88
1: backtrace::backtrace::trace_unsynchronized
at /cargo/registry/src/github.com-1ecc6299db9ec823/backtrace-0.3.40/src/backtrace/mod.rs:66
2: std::sys_common::backtrace::_print_fmt
at src/libstd/sys_common/backtrace.rs:84
3: <std::sys_common::backtrace::_print::DisplayBacktrace as core::fmt::Display>::fmt
at src/libstd/sys_common/backtrace.rs:61
4: core::fmt::write
at src/libcore/fmt/mod.rs:1024
5: std::io::Write::write_fmt
at /rustc/4007d4ef26eab44bdabc2b7574d032152264d3ad/src/libstd/io/mod.rs:1428
6: std::io::impls::<impl std::io::Write for alloc::boxed::Box>::write_fmt
at src/libstd/io/impls.rs:156
7: std::sys_common::backtrace::_print
at src/libstd/sys_common/backtrace.rs:65
8: std::sys_common::backtrace::print
at src/libstd/sys_common/backtrace.rs:50
9: std::panicking::default_hook::{{closure}}
at src/libstd/panicking.rs:193
10: std::panicking::default_hook
at src/libstd/panicking.rs:207
11: std::panicking::rust_panic_with_hook
at src/libstd/panicking.rs:471
12: rust_begin_unwind
at src/libstd/panicking.rs:375
13: core::panicking::panic_fmt
at src/libcore/panicking.rs:82
14: core::result::unwrap_failed
at src/libcore/result.rs:1189
15: core::result::Result<T,E>::unwrap
at /rustc/4007d4ef26eab44bdabc2b7574d032152264d3ad/src/libcore/result.rs:957
16: processing::rPCA::algorithm::Do
at processing/src/rPCA/algorithm.rs:95
17: processing::rPCA::algorithm::rPCA::fit
at processing/src/rPCA/algorithm.rs:49
18: processing::rPCA::algorithm::tests::test_rPCA
at processing/src/rPCA/algorithm.rs:165
19: processing::rPCA::algorithm::tests::test_rPCA::{{closure}}
at processing/src/rPCA/algorithm.rs:158
20: core::ops::function::FnOnce::call_once
at /rustc/4007d4ef26eab44bdabc2b7574d032152264d3ad/src/libcore/ops/function.rs:232
21: <alloc::boxed::Box as core::ops::function::FnOnce>::call_once
at /rustc/4007d4ef26eab44bdabc2b7574d032152264d3ad/src/liballoc/boxed.rs:969
22: __rust_maybe_catch_panic
at src/libpanic_unwind/lib.rs:81
23: std::panicking::try
at /rustc/4007d4ef26eab44bdabc2b7574d032152264d3ad/src/libstd/panicking.rs:270
24: std::panic::catch_unwind
at /rustc/4007d4ef26eab44bdabc2b7574d032152264d3ad/src/libstd/panic.rs:394
25: test::run_test_in_process
at src/libtest/lib.rs:570
26: test::run_test::run_test_inner::{{closure}}
at src/libtest/lib.rs:473
note: Some details are omitted, run with RUST_BACKTRACE=full for a verbose backtrace.

[ADMoreau]

If you have any other comments on the code let me know so I can include it before pushing it

[LukeMathWalker]

Ok, I cloned the repo and I managed to reproduce the test panic.

[LukeMathWalker]

So, the panic doesn't happen the first time Do is called (which contains the call to .svd) - several SVD calls end successfully before you see the one that panics.

The error message on the console says:

thread 'rPCA::algorithm::tests::test_rPCA' panicked at 'called `Result::unwrap()` on an `Err` value: Lapack { return_code: -6 }', src/libcore/result.rs:1188:5

Looking at ndarray-linalg, we can see that the underlying LAPACK routine being called should be dgesvd ( https://github.com/rust-ndarray/ndarray-linalg/blob/cdc6db1fb5442c6e286c57e226933b1285211d92/src/lapack/svd.rs#L83 ).

Checking LAPACK's reference, it seems we are looking at line 291 here - http://www.netlib.org/lapack/explore-html/d1/d7e/group__double_g_esing_ga84fdf22a62b12ff364621e4713ce02f2.html#ga84fdf22a62b12ff364621e4713ce02f2
Now I just need to figure out what it means 😅

[LukeMathWalker]

Could you provide some insights here @termoshtt?

[LukeMathWalker]

I am bit confused because looking at LAPACK's code, it seems to be erroring because the LDA doesn't satisfy that equation. But this doesn't seem to be the case, given that the LDA is consistently 100 and it doesn't change throughout the computation.