Hi Philippe,
If the matrix is dense, LAPACK is your best bet. I am not sure it allows
to compute only a few singular values though. You can also check ARPACK,
which definitely allows you to compute only one or a few singular
values, but works on sparse matrices (maybe also on dense, but I've only
ever used it for sparse ones).
Best,
Maxime Boissonneault
Le 12-02-03 04:02, philippe preux a écrit :
Hi,
I would like to compute only a given number of singular values (n
largests), and their associated singular vectors.
Is there any means to do that with GSL?
Is there any means to compute only the values, not the vectors?
If not, is there any way to do it with standard packages (lapack,
...)? (sorry, this is not a GSL only question, but I guess it is
relevant though).
My goal is to handle (rather) as large matrices as possible (I hope
many thousands rows and lines) which happen to be square (and
symmetric), within reasonnable computational times on my laptop.
Thanks for any help,
Philippe
_______________________________________________
Help-gsl mailing list
[email protected]
https://lists.gnu.org/mailman/listinfo/help-gsl
_______________________________________________
Help-gsl mailing list
[email protected]
https://lists.gnu.org/mailman/listinfo/help-gsl
