| Re: [eigen] anybody knows Japanese? |
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- Subject: Re: [eigen] anybody knows Japanese?
- From: Benoit Jacob <jacob.benoit.1@xxxxxxxxx>
- Date: Thu, 30 Jul 2009 12:29:53 +0200
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2009/7/30 Gael Guennebaud <gael.guennebaud@xxxxxxxxx>:
> then why not implementing a Jacobi method ? It seems it can be as fast as a
> bidiagonalization algorithm without trading the accuracy, e.g.:
>
> http://www.netlib.org/lapack/lawnspdf/lawn170.pdf
I saw this paper, but their algorithm relies on a rank-revealing QR
factorization, which we don't have at the moment.
OK, I guess I'll only do Golub-Kahan for now and worry later about
accuracy. Maybe a sound TODO is
1) implement Golub-Kahan SVD
2) implement RRQR
3) implement modern Jacobi SVD
Helmut: I tried to find their e-mail adresses but couldn't find them.
They're not mentioned in the article, and the authors don't seem to
have web pages.
Benoit