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Re: [Help-gsl] svd

From: Maxime Boissonneault
Subject: Re: [Help-gsl] svd
Date: Fri, 03 Feb 2012 08:27:58 -0500
User-agent: Mozilla/5.0 (Macintosh; Intel Mac OS X 10.7; rv:9.0) Gecko/20111222 Thunderbird/9.0.1

Hi Philippe,
If the matrix is dense, LAPACK is your best bet. I am not sure it allows to compute only a few singular values though. You can also check ARPACK, which definitely allows you to compute only one or a few singular values, but works on sparse matrices (maybe also on dense, but I've only ever used it for sparse ones).


Maxime Boissonneault

Le 12-02-03 04:02, philippe preux a écrit :
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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