[ptx] Help on SVD decompoistion code.

[Rafal Podeszwa]

On Thu, 8 Apr 2004, alexandre jenny wrote:

> For any numerical algorithm, there's only one thing to know :
> Numerical Recipies : http://www.nr.com/
> You can get the full book online and the svd decomposition is inside "in c
> or fortran code".
> (the c++ version isn't free but doesn't worth it).

Unfortunately, the code is not free. You can't distribute it. I'm not sure 
if you can use it for your own if you don't buy the book, either. 

On the other hand www.netlib.org is full of free (as beer and as in
speech) programs.  SVD is a part of LAPACK which is the standard set of
routines for linear algebra applications.  Individual routine with
dependencies in Fortran is here

http://www.netlib.org/cgi-bin/netlibfiles.pl?filename=/lapack/double/dgesvd.f

There is a C interface to lapack (http://www.netlib.org/clapack/). There
is also a C++ interface, http://math.nist.gov/lapack++/ which according to
the page is superseded by the Template Numerical Toolkit (TNT) so you may
also look here http://math.nist.gov/tnt/

LAPACK is used in many scientific programs and it's well optimized and 
documented. 

Regards,

Rafal