Different svd results with R2015b and R2016a

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Cameron Taggart 2016-5-26

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https://ww2.mathworks.cn/matlabcentral/answers/285861-different-svd-results-with-r2015b-and-r2016a

评论： Cameron Taggart 2016-5-31

I'm trying to figure out why I'm seeing different results with the same code for R2015b and R2016a on Windows and Linux. Mac 2015b and R2016a match R2015b on Windows and Linux. Windows and Linux R2016a results match.

Any ideas on where to look to figure out why I'm getting different results?

>> ver
----------------------------------------------------------------------------------------------------
MATLAB Version: 8.6.0.267246 (R2015b)
MATLAB License Number: XXXXXXX
Operating System: Microsoft Windows 10 Pro Version 10.0 (Build 10586)
Java Version: Java 1.7.0_60-b19 with Oracle Corporation Java HotSpot(TM) 64-Bit Server VM mixed mode
----------------------------------------------------------------------------------------------------
MATLAB                                                Version 8.6         (R2015b)
Database Toolbox                                      Version 6.0         (R2015b)
MATLAB Compiler                                       Version 6.1         (R2015b)
Optimization Toolbox                                  Version 7.3         (R2015b)
Parallel Computing Toolbox                            Version 6.7         (R2015b)
Statistics and Machine Learning Toolbox               Version 10.1        (R2015b)
>> ver
----------------------------------------------------------------------------------------------------
MATLAB Version: 9.0.0.341360 (R2016a)
MATLAB License Number: XXXXXXX
Operating System: Microsoft Windows 10 Pro Version 10.0 (Build 10586)
Java Version: Java 1.7.0_60-b19 with Oracle Corporation Java HotSpot(TM) 64-Bit Server VM mixed mode
----------------------------------------------------------------------------------------------------
MATLAB                                                Version 9.0         (R2016a)
Database Toolbox                                      Version 6.1         (R2016a)
MATLAB Compiler                                       Version 6.2         (R2016a)
Optimization Toolbox                                  Version 7.4         (R2016a)
Parallel Computing Toolbox                            Version 6.8         (R2016a)
Statistics and Machine Learning Toolbox               Version 10.2        (R2016a)

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Cameron Taggart 2016-5-26

在 MATLAB Online 中打开

Why don't these produce the same results? Is one correct and the other not?

R2015b

>> format long;
m = [   0.020000000000000   3.162340905089140   5.099058736668955   5.000039999840001; ...
        3.162340905089140   0.020000000000000   8.246235504762158   5.000039999840001; ...
        5.099058736668955   8.246235504762158   0.020000000000000   8.544027153514904; ...
        5.000039999840001   5.000039999840001   8.544027153514904   0.020000000000000; ];
svd(m)
ans =
    17.972498059668290
     9.629925976510560
     5.567459858959232
     2.695112224198502

R2016a

>> format long;
m = [   0.020000000000000   3.162340905089140   5.099058736668955   5.000039999840001; ...
        3.162340905089140   0.020000000000000   8.246235504762158   5.000039999840001; ...
        5.099058736668955   8.246235504762158   0.020000000000000   8.544027153514904; ...
        5.000039999840001   5.000039999840001   8.544027153514904   0.020000000000000; ];
svd(m)
ans =
    17.972498059668293
     9.629925976510558
     5.567459858959231
     2.695112224198502

Christine Tobler 2016-5-27

在 MATLAB Online 中打开

Both results are correct up to machine precision. The reason for the difference between MATLAB versions is that the MKL library (containing the BLAS and LAPACK libraries which are used for the linear algebra computations) has been updated between releases.

To check the version of the MKL used in MATLAB, type

>> version -blas

The reason that the results changed is likely due to a difference in the order of operations. This will affect the results in small ways, without there necessarily being a better or worse result. Such small changes are likely to happen between any two MATLAB versions, as the MKL version is updated regularly.

Cameron Taggart 2016-5-31