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Singular Value Decomposition [message #9030] Fri, 23 May 1997 00:00
Paul Morris is currently offline  Paul Morris
Messages: 3
Registered: May 1997
Junior Member
SINGULAR VALUE DECOMPOSITION

I was wondering if any one had developed alternatives to the build-in
IDL SVDC - singular value deccomposition routine. I was hoping to find
an IDL SVD something like the `Lanczos bidiagonalization' algorithm
where a reduced number of singular values can be calculated, thus saving
a tremendous amount of computation.

At the moment I am applying SVDC to a large (500,500) array but I only
need to keep a small number of output singular values. If any one out
there has looked at this problem in IDL then it would be great to get in
contact. I have looked at the Pete Riley's `searchable list of IDL
routines' but could not find anything other than the built-in SVDC.

much thanks,

Paul Morris,
Department of Physics,
University of Oxford

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