[Top][All Lists]
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: [Toon-members] TooN GR_SVD.h
From: |
E. Rosten |
Subject: |
Re: [Toon-members] TooN GR_SVD.h |
Date: |
Mon, 24 Aug 2009 19:15:38 +0100 (BST) |
User-agent: |
Alpine 2.00 (LSU 1167 2008-08-23) |
On Mon, 24 Aug 2009, Georg Klein wrote:
CVSROOT: /sources/toon
Module name: TooN
Changes by: Georg Klein <georgklein> 09/08/24 17:03:40
Added files:
. : GR_SVD.h
Log message:
Added SVD implementation translated from FORTRAN, in turn translated
from
ALGOL of Golub and Reinsch. This looks very similar to other
translations
e.g. the one in Numerical Recipes. It doesn't have many of the more
modern
improvements like the underflow-safe sqrt(a*a + b*b) yet.
Currently only implemented for static-sized matrices.
I think the algorithm is less modern than used by e.g. LAPACK but this
here
is 4x as fast for small matrices.
Any idea at what kind of sizes the LAPACK one is faster?
-Ed
--
(You can't go wrong with psycho-rats.)(http://mi.eng.cam.ac.uk/~er258)
/d{def}def/f{/Times s selectfont}d/s{11}d/r{roll}d f 2/m{moveto}d -1
r 230 350 m 0 1 179{ 1 index show 88 rotate 4 mul 0 rmoveto}for/s 12
d f pop 235 420 translate 0 0 moveto 1 2 scale show showpage