SVD is failing on some matrices because of LAPACK dgesdd

Created by: laurentes

The svd implementation is failing on some matrices, no convergence occuring. The sample matrix is available here.

Similarly to NumPy, bob relies on the LAPACK function called dgesdd, as recommended by Netlib maintainers here. Using NumPy leads to the exact same issue, whereas matlab implementation seems to work. This is a known problem previously reported here. It seems that the slower alternative function from LAPACK called dgesvd is not affected by this problem. One possible solution would be to support both functions.