EdoardoCostantini / gspcr

Generalized Supervised Principal Component Regression
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error code 1 from Lapack routine dgesdd #27

Open EdoardoCostantini opened 1 year ago

EdoardoCostantini commented 1 year ago

It can happen that, for a given threshold value, the PC scores cannot be computed because of a known issue in LAPACK(see here).

This was fixed in #95c2f20 by considering the threshold value as unstable and ignoring it, resulting in map_kfcv with an empty column corresponding to the threshold resulting in the error.

It could be nice to use a different matrix decomposition function (e.g. eigen instead of svd) that is more stable, if the error occurs.