[eigen] Alternative SVD bidiagonalization
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: [eigen] Alternative SVD bidiagonalization
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: Keir Mierle <
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Date
: Thu, 5 Feb 2009 08:48:11 -0800
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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.
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.41.5864
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