[Help-gsl] Incremental SVD library

[Attila Axt]

Hi!

I don't know, where is the right place to post this, so i choosed
the help and the info list.

I've created an Incremental Singular Value Decomposition
library to GSL.

The algorithm is based on "M. Gu, Studies in numerical linear
algebra, Ph.D. thesis, Yale University, New Haven, CT, USA (1993)",
with modifications. It is effective only if one dimension of the SV
decomposition is significantly smaller than the other. [Typical
application is Image Processing where one dimension is the size of
an image frame (320x200x3=192000) and the other is the size of
the temporal data window (10-100)]

I'm currently working on the CUDA version of the library. I've started
to write the documentation, but it is not complete yet. You can reach
an article here, which covers the algorithm too:

   http://visual.ipan.sztaki.hu/publ/PRL-SVD-2010.pdf

The project is hosted at:

   http://sourceforge.net/isvd/

Can you please make a link to it in GSL extensions section?

I hope you will give a try to the software and may be help in the
development if you are interested.

Comments are welcome!

Best regards,
   Attila Axt