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Fri, 03 Feb 2012 10:02:55 +0100
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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,
- [Help-gsl] svd,
philippe preux <=