22 lines
1.0 KiB
Plaintext
22 lines
1.0 KiB
Plaintext
This unsupported package is about a divide and conquer algorithm to compute SVD.
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The implementation follows as closely as possible the following reference paper :
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http://www.cs.yale.edu/publications/techreports/tr933.pdf
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The code documentation uses the same names for variables as the reference paper. The code, deflation included, is
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working but there are a few things that could be optimised as explained in the TODOBdsvd.
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In the code comments were put at the line where would be the third step of the algorithm so one could simply add the call
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of a function doing the last part of the algorithm and that would not require any knowledge of the part we implemented.
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In the TODOBdcsvd we explain what is the main difficulty of the last part and suggest a reference paper to help solve it.
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The implemented has trouble with fixed size matrices.
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In the actual implementation, it returns matrices of zero when ask to do a svd on an int matrix.
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Paper for the third part:
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http://www.stat.uchicago.edu/~lekheng/courses/302/classics/greengard-rokhlin.pdf
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