skh@nl.cs.cmu.edu (Steve Handerson) (09/18/90)
Folks, I'm in dire need of a singular-value-decomposition package for arbitrary size (large) matrices. If anyone has one already implemented and working in C, I'd really appreciate it. I have algorithms with non-C code, but have been unable to write code from them that works. Alternatively, if anyone can tell me in simple terms what to do with the eigenvalues and eigenvectors of A * transpose(A) and transpose(A) * A so that the three actually multiply together to form the original matrix, I'd appreciate that too. Please mail me at skh@nl.cs.cmu.edu internet, and I guess ...!nl.cs.cmu.edu!skh from a backbone sight on the internet otherwise, and I'll post a summary on sci.math.num-analysis. -- Steve
reeves@dvinci (Malcolm Reeves) (09/20/90)
From article <10489@pt.cs.cmu.edu>, by skh@nl.cs.cmu.edu (Steve Handerson): > > I'm in dire need of a singular-value-decomposition package > for arbitrary size (large) matrices. > > If anyone has one already implemented and working in C, > I'd really appreciate it. > There is C source (or CORTRAN :-) in Numerical Recipes in C by Press et al. Cambridge University Press. Can't remember the ISBN. There are algorithms in John Nash's book "Compact Numerical Methods for Computers". Publisher is Pitman I think. Both are good and I've written svd code using them - but in Pascal. Hope this helps. I could look up the references properly if you really need them send me mail.
pmm@acsu.buffalo.edu (patrick m mullhaupt) (09/27/90)
In article <1990Sep20.011833.22595@herald.usask.ca> reeves@dvinci writes: >From article <10489@pt.cs.cmu.edu>, by skh@nl.cs.cmu.edu (Steve Handerson): >> >> I'm in dire need of a singular-value-decomposition package >> for arbitrary size (large) matrices. > >There is C source (or CORTRAN :-) in Numerical Recipes in C by Press et al. I'm not absolutely sure, but I believe there was recently a discussion in this newsgroup, (maybe it was in sci.math), about a bug in the Numerical Recipes singular value decomposition algorithm. If you're not adverse to fortran, you might want to try the numerical sofware library available at netlib@ornl.gov. Just send mail to netlib@ornl.gov, with the message, send index and you will get a reply with more information about how to get software (fortran source code), for free. Hope this helps, Patrick Mullhaupt PS Numerical Recipes is still an excellent text worth getting.