Re: [eigen] Alternative SVD bidiagonalization

[ Thread Index | Date Index | More Archives ]

Interesting. Just FYI, see §8.5.4 in Golub & van Loan, it's not
exactly the same since it's diagonalizing a selfadjoint tridiagonal
matrix, but it's very similar to the problem of SVD'ing a bidiagonal
matrix. They also show a divide and conquer approach.


2009/2/5 Keir Mierle <mierle@xxxxxxxxx>:
> Apparently this is DGESDD or DGESSD that is in LAPACK and is now the
> preferred method for computing a SVD. It uses some sort of divide and
> conquer for computing the SVD of a bidagonal matrix instead of QR
> iterations.

Mail converted by MHonArc 2.6.19+