I am trying to do some least squares fitting using JacobiSVD, but it is crashing for larger input matrices. It works without crashing for 3362x32 matrix, but it crashes for 53762x122 matrix (~50 thousand rows and hundred columns).

The crash is happening in conditional_aligned_new_auto(), file core/Util/Memory.h, line 416. Exception is bad_alloc, but memory used by the process is only 122MB (on a 12GB machine).

Can anyone shed light on this? Bad alloc makes no sense, as some numerical overflow/underflow/total_loss_of_precision would.

Which version are you using? I fixed such an issue one or two months ago. Also make sure you compute the "thin" SVD, and not the full U which is 53762x53762=21GB for double!

I was computing full U and V. It works with thin.

Thank you.