piskvorky/gensim — Issue #59: SVD accuracy suffers with many power iterations steps?
Author: piskvorky
Created: 2011-10-29 16:23:54+00:00
State: open
Labels: bug

According to the experiments http://groups.google.com/group/gensim/browse_thread/thread/4b605b72f8062770 , accuracy of the randomized SVD algo actually **decreases** with more power iterations steps (with steps above a certain small threshold, such as 6 for that data).

That is not good, because in theory the algorithm can arrive at arbitrary precision, exactly by increasing the number of power iteration steps (=trading off run-time for greater accuracy).

The culprit seems to be matrix multiplications during the power iteration steps, which eventually cause numeric overflows for larger amount of steps.

Find a fix so that SVD can be run to arbitrary precision.