Re: SVD in linalg_simple

["Federico Spinazzi" <fspinazzi at hotmail dot com>]

Hi all you here !

As I'm strongly interested in SVD, but I'm not a numerical analyst - matrix 
algebra expert - statician - I've spent some of these last three months 
evening - nights to build an SVD algorithm working well (in term of 
stability and memory usage) both with nrows < ncols and nrows > ncols (when 
ncols == nrows it will prompt for my e-mail; joke :-))

I ended up with two functions: dsvdc_ and dsvdctr_. As you have already 
understand I twice translated LAPACK dsvdc.f in C, then I hacked the array 
subscripts of one translation, modified its calls to blas routines, drink 
some wine, whashed dishes, and then I have something I wanted for long.

Maybe it could be interesting for GSL to have an SVD that work efficently 
such mine, but, as I don't know what algorithm GSL uses and how it manages 
the situation in which ncols > nrows:
- maybe GSL SVD is better than LAPACK one;
- maybe there is a way to transpose IN SITU a 2d matrix pointed in memory by 
(type *) pointer (not a (type**)) and I don't know it --> let me know ! so 
that my problem t keep low the memory usage derives from my ignorance;
- may be GSL can't use LAPACK code.

Beside my stupidities and lack of knowledge, the question is:
Can such (the one I have produced) a SVD prove useful for GSL ?
If YES, let me know, if NO ... I'll remove the prompt for my e-mail from my 
algorithm, sigh !

Thank You All.
Federico Spinazzi.

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