Hi! I don't know, where is the right place to post this, so i choosed the help and the info list.
I've created an Incremental Singular Value Decomposition library to GSL. The algorithm is based on "M. Gu, Studies in numerical linear algebra, Ph.D. thesis, Yale University, New Haven, CT, USA (1993)", with modifications. It is effective only if one dimension of the SV decomposition is significantly smaller than the other. [Typical application is Image Processing where one dimension is the size of an image frame (320x200x3=192000) and the other is the size of the temporal data window (10-100)] I'm currently working on the CUDA version of the library. I've started to write the documentation, but it is not complete yet. You can reach an article here, which covers the algorithm too: http://visual.ipan.sztaki.hu/publ/PRL-SVD-2010.pdf The project is hosted at: http://sourceforge.net/isvd/ Can you please make a link to it in GSL extensions section? I hope you will give a try to the software and may be help in the development if you are interested. Comments are welcome! Best regards, Attila Axt _______________________________________________ Help-gsl mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-gsl
