dgelsd returns the error when is running on AMD processor

Reference Number: DPD200186199

Version: Intel® MKL 10.3 beta

Product : Intel® Math Kernel Library (Intel® MKL)

Operating System:

Red Hat Enterprise Linux* 5

SuSE Linux Enterprise Server* 10

Problem Description:

MKL routine dgelsd (Computes the minimum-norm solution to a linear least squares problem using the singular value decomposition of A and a divide and conquer method) returns the error message: "MKL ERROR: Parameter 4 was incorrect on entry to DLASCL" when dgelsd is running on AMD processor(model name : AMD Opteron™ Processor 250)

In the particular testcase provided by mkl's customer dgelsd computes a solution to a linear equation system:

A*x = b

where A is 76x76 matrix (see into attachment), b is a right-hand side vector, b(i) = 1.0, 1 <= i <= 76.

The Cause of the Problem:

The issue has been reproduced and investigated. The root cause is high instability of the divide-and-conquer algorithm on near singular matrices. Some of the singular values appeared to be very close to zero as the others are in the range 1-1000. The smallest singular values computed are:

s(73) = 8.133105e-12
s(74) = 3.960993e-12
s(75) = 6.003114e-13
s(76) = 4.341465e-13

The error message above appeared due to the slow convergence of the singular value update process implemented in dlasd4 auxiliary routine - the algorithm failed to converge by the preset number of iterations, as a result NaNs happened in the internal computations, propagated to the dlascl routine scaling an intermediate matrix.

Resolution Status :
The problem has been fixed and the fix is available in the versions of Intel® MKL 10.2 Update 6 and later.

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