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[Help-gsl] Complex SVD


From: André Offringa
Subject: [Help-gsl] Complex SVD
Date: Mon, 15 Feb 2016 13:24:32 +0100
User-agent: Mozilla/5.0 (X11; Linux x86_64; rv:38.0) Gecko/20100101 Icedove/38.5.0

Hi!

I was wondering if I could put in a feature request. I'm a happy user of GSL, but something I regularly need to do but (I believe) is not available in GSL, is calculating a complex SVD. I know there are algorithms in GSL for real value SVDs. The SVD is used a lot in signal processing, but it's almost always the complex variant which is needed there. It's the only function for which I still have to use lapack (where it is zgesvd(..)). Would the algorithm for real value be easily extendable to complex values?

In any case, thanks for the nice library.

Kind regards,
André Offringa



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