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Re: [Repost] GSVD

From: Quentin Spencer
Subject: Re: [Repost] GSVD
Date: Thu, 17 Mar 2005 10:57:04 -0600
User-agent: Mozilla Thunderbird 1.0-5 (X11/20050308)

David Bateman wrote:

Pascal A. Dupuis wrote:

as I understand from Octave sources, svd is a wrapper to fortan
functions in the Lapack lib. Would it be possible to add a gsvd
(Generalised Singular Value Decomposition) function, as gsvd routines
are readily available in Lapack 3 ?


Pascal Dupuis

I think you're asking the wrong people? May the question should be do you want to implement it :-)

It should be relatively easy to do so, if the oct-file links directly to the GSVD. However, the better way to do it would be to add the functionality to the Fsvd function itself and fix the SVD and ComplexSVD class to allow calls to gsvd as well.


For the record, the following related missing features are also mentioned in the octave wiki: Support for complex matrices in the QZ function, and a generalized eigenvalue option for the EIG function. I believe these are also in LAPACK, if someone is looking for a project. (No, I don't have time at the moment).


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