[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: SVD, EIG and CHOL of a matrix
From: |
Carlo de Falco |
Subject: |
Re: SVD, EIG and CHOL of a matrix |
Date: |
Tue, 19 Jan 2010 18:34:46 +0100 |
Hi,
On 19 Jan 2010, at 16:16, Alberto Frigerio wrote:
Hello world, I'm a neofite in Octave and I'm trying to find the
eigenvalues /
eigenvectors, the singular value decomposition and the Cholesky
factorization of a square matrix A.
I've seen that Octave has functions for doing all these things, but
I would
see HOW they work. I tried to make the SVD using the QR
decomposition of A,
but in doing QR I got completely different results ... may someone
help me?
Octave uses lapack routines for most of these tasks, for example for
double precision, real, full matrices
SVD is performed via a call to the lapack routine 'DGESVD'
to find out what DGESVD does, you can inspect the source code:
http://www.netlib.org/lapack/explore-html/dgesvd.f.html
or read the lapack documentation:
http://www.netlib.org/lapack/lug/node53.html
To find this information I just went through the code of SVD.cc and
dbleSVD.cc in the Octave sources.
Assuming you are interested in algorithms for real double precision
matrices, to find out about what is done for eigenvalues you should
look at the files EIG.cc and eig.cc, while for Cholesky you should
look at chol.cc and dbleCHOL.cc
Thanks in advance,
Alberto
HTH,
c.
- SVD, EIG and CHOL of a matrix, Alberto Frigerio, 2010/01/19
- Re: SVD, EIG and CHOL of a matrix,
Carlo de Falco <=
- Re: SVD, EIG and CHOL of a matrix, Jaroslav Hajek, 2010/01/20
- Re: SVD, EIG and CHOL of a matrix, Alberto Frigerio, 2010/01/20
- Re: SVD, EIG and CHOL of a matrix, Jaroslav Hajek, 2010/01/20
- Re: SVD, EIG and CHOL of a matrix, Alberto Frigerio, 2010/01/22
- Re: SVD, EIG and CHOL of a matrix, Carlo de Falco, 2010/01/22
- Re: SVD, EIG and CHOL of a matrix, Jaroslav Hajek, 2010/01/22
- Re: SVD, EIG and CHOL of a matrix, Alberto Frigerio, 2010/01/25
- Re: SVD, EIG and CHOL of a matrix, Jaroslav Hajek, 2010/01/25