SAS Institute Alert Note SN-007033

From: SAS Technical Support (LISTSERV@VM.SAS.COM)
Date: Mon Mar 11 2002 - 07:53:14 EST

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    SN-007033 ***Alert Note***

    CALL SVD, GINV and HOMOGEN functions may return incorrect results

    Product: SAS/IML
    Component: IML procedure
    Priority: ALERT

      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(A,U,S,V);
               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;

    Keywords:

      call svd incorrout incorrstat incorrect ginv homogen
      call svd, ginv and homogen functions may return incorrect results
      007033 7033

    SAS Note Revised On: Fri, 8 Mar 2002

    System Version Reported Version Fixed

    AIX/6000 8 TSM0
    VM/ESA (CMS) 8 TSM0
    Compaq Tru64 UNIX 8 TSM0 9 TSM0
    HP-UX Operating Systems 8 TSM0
    Intel ABI 8 TSM0
    MIPS ABI 8 TSM0
    OS/390 (MVS) 8 TSM0 9 TSM0
    IBM OS/2 8 TSM0
    Solaris 8 TSM0
    OpenVMS VAX 8 TSM0
    OpenVMS Alpha 8 TSM0 9 TSM0
    Windows NT 8 TSM0 9 TSM0
    Windows 2000 Datacenter Server 8 TSM0 9 TSM0
    Windows 2000 Professional 8 TSM0 9 TSM0
    Windows 2000 Server and Advanced Server 8 TSM0 9 TSM0
    Windows 95 8 TSM0
    Windows 98 8 TSM0

    No Fixes Available

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