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Add retrying normalization if necessary. #39

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Add retrying normalization if necessary. #39

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e2d474e
Add retrying normalization if necessary.
RomeoV Oct 21, 2023
d3cc117
Remove @warn, instead print when debug is true.
RomeoV Nov 3, 2023
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2 changes: 2 additions & 0 deletions Project.toml
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Original file line number Diff line number Diff line change
Expand Up @@ -4,7 +4,9 @@ version = "0.4.3"

[deps]
Adapt = "79e6a3ab-5dfb-504d-930d-738a2a938a0e"
KrylovKit = "0b1a1467-8014-51b9-945f-bf0ae24f4b77"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"

[compat]
Adapt = "2.1, 3.0"
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16 changes: 16 additions & 0 deletions src/svd.jl
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@@ -1,3 +1,5 @@
using KrylovKit
using Random: rand!
function _biLanczosIterations!(A, stepsize, αs, βs, U, V, μs, νs, maxνs, maxμs, τ, reorth_in, tolreorth, debug)

m, n = size(A)
Expand Down Expand Up @@ -50,6 +52,20 @@ function _biLanczosIterations!(A, stepsize, αs, βs, U, V, μs, νs, maxνs, ma
nReorthVecs += 1
end
α = norm(v)

if α < τ * maximum(size(A)) * eps() # orthogonalization failed, see https://github.com/poulson/PROPACK/blob/2465f89d5b1fba56de71c3e69e27d017c3dc2295/double/dlanbpro.F#L384
debug && println("Restart orthogonalization")
b = V[1:(j-1)]
B = KrylovKit.OrthonormalBasis(b ./ norm.(b))
for _ in 1:3
v = rand!(v) * 2 .- 1
KrylovKit.orthonormalize!(v, B, KrylovKit.ModifiedGramSchmidt())
α = norm(v)
if !(α < τ * maximum(size(A)) * eps())
break
end
end
end
end

## update the result vectors
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