SVD in linalg_simple

Brian Gough bjg@network-theory.co.uk
Mon Oct 18 14:04:00 GMT 1999


Jerry has the details on that algorithm.  There's also an
implementation in SLATEC (svd.f) which seems slightly different (no
tolerance parameter).

James Theiler writes:
 >   i was trying to use the SVD routine in linalg/linalg_simple.c,
 > and it was producing singular values that were saturating at
 > about 10^-6, even though the true values were much smaller than
 > that.  i was able to "fix" the problem by replacing
 > GSL_DBL_EPSILON with GSL_DBL_MIN, but i am suspicious of this
 > solution.  perhaps the true test should be GSL_DBL_EPSILON times
 > some scale factor?


More information about the Gsl-discuss mailing list