I am trying to use GitHub - Michaelvll/DeepCCA: An implementation of Deep Canonical Correlation Analysis (DCCA or Deep CCA) with pytorch.
After 20-40 iterations, It gives the following error:
RuntimeError: symeig_cpu: the algorithm failed to converge; 6 off-diagonal elements of an intermediate tridiagonal form did not converge to zero.
Error is generated from https://github.com/Michaelvll/DeepCCA/blob/master/objectives.py#L46
[D1, V1] = torch.symeig(SigmaHat11, eigenvectors=True)
System Configuration:
Windows 10.
Python 3.7
Pytorch 1.2.0
Can anyone please help me with it?