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[Help-gsl] svd

From: philippe preux
Subject: [Help-gsl] svd
Date: Fri, 03 Feb 2012 10:02:55 +0100
User-agent: Mozilla/5.0 (X11; U; Linux x86_64; en-US; rv: Gecko/20111108 Thunderbird/3.1.16

I would like to compute only a given number of singular values (n largests), and their associated singular vectors.
Is there any means to do that with GSL?
Is there any means to compute only the values, not the vectors?
If not, is there any way to do it with standard packages (lapack, ...)? (sorry, this is not a GSL only question, but I guess it is relevant though). My goal is to handle (rather) as large matrices as possible (I hope many thousands rows and lines) which happen to be square (and symmetric), within reasonnable computational times on my laptop.
Thanks for any help,

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