On 12/02/2011 02:05 PM, Marcus Müller wrote:
Martin Braun wrote:
 > [1] But perhaps they're reading this and would like to comment.
Indeed ;-)

Conclusion: Try the GSL, it's SVD methods should work quite fine.
If you don't like gsl, try armadillo. If you're fine with fortran
and LAPACK: Do it. Write a C header file for your Fortran functions
and call them. Build a fortran shared library and link it to your c++
library. Do math. Really fast.

Umhhhh ...I agree with, use GSL if it works for you. However I have to say that the upstream armadillo code does weird stuff for matrices < 64x64 (they propose their own matrix multiplication algorithm which for our case was _horribly_ slow).

As Martin pointed out, see the SpecEst Toolbox on how to do stuff wit CMake. If you'd rather use autotools, contact me off list, I should still have the project lying around somewhere.

I also started the gr-linalg toolbox back in 2009, but never had the time to work on it. It has an example for SVD though, however I haven't tried it since ages ... might need some tweaking, might be even broken...

Cheers and happy hacking,

Moritz

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