[ptx] Help on SVD decompoistion code.
Xianyong Fang
FANGXIANYONG at CAD.ZJU.EDU.CN
Thu Apr 8 14:00:34 BST 2004
Hi Rafal,
Wonderful. It is really very useful. Thanks very much, :)
Xianyong
========================
>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the page is superseded by the Template Numerical Toolkit (TNT) so you may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
>
>
>
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