[ptx] Help on SVD decompoistion code.

[alexandre jenny]

BTW you can also use my old highly optimized c++ matrix class :
http://www.le-geo.com/computer/matrix/index.html
...
Unfortunately, when I wrote it, I relied on the Intel MKL which was free.
Anyway. It's a great matrice implementation (with SVD, QR, etc).

Alexandre

> -----Message d'origine-----
> De : ptx-bounces at email-lists.org 
> [mailto:ptx-bounces at email-lists.org] De la part de Xianyong Fang
> Envoyé : jeudi 8 avril 2004 15:01
> À : ptx at email-lists.org
> Objet : Re: Re: [ptx] Help on SVD decompoistion code.
> 
> 
> 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/dg
>esvd.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according to the page is superseded by the Template Numerical Toolkit 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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