Re: [eigen] anybody knows Japanese?

[Gael Guennebaud <gael.guennebaud@xxxxxxxxx>]

On Thu, Jul 30, 2009 at 10:30 AM, Benoit Jacob <jacob.benoit.1@xxxxxxxxx> wrote:

Hi,

I'm finally redoing the SVD. As previously discussed, besides the
usual quick-and-dirty Golub-Kahan bidiagonalization, we also need a
pivoting variant. A quick google search suggests that it's well-known
that such a pivoting variant is needed in order to get numerical
accuracy comparable to Jacobi methods.

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


cheers,
Gael.