/GenericSVD.jl

Singular Value Decomposition for generic number types

Primary LanguageJuliaOtherNOASSERTION

GenericSVD.jl

Notice

This package is no longer maintained. Functionality from this package is available in GenericLinearAlgebra.jl.

Build Status Coverage

Implements Singular Value Decomposition for generic number types, such as BigFloat, Complex{BigFloat} or Quaternions. It internally overloads several Base functions such that existing methods (svd, svdfact and svdvals) should work directly.

It uses a Golub-Kahan 2-stage algorithm of bidiagonalization with Householder reflections, followed by an implicit QR with shift.

Acknowledgements

Based on initial code by Andreas Noack.

References

  • Golub, G. H. and Van Loan, C. F. (2013), "§8.6.3 The SVD Algorithm", Matrix Computations (4th ed.), Johns Hopkins University Press, Baltimore, MD, USA.