Re: [Toon-members] TooN GR_SVD.h

[E. Rosten]

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


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