Complex versions of SVD (and also QR) factorizations would be most
welcome in GSL. But I personally don't have any time to work on this at
the moment, so if you would be willing to develop such a routine I would
happily add it to GSL.
Patrick
On 02/15/2016 05:24 AM, André Offringa wrote:
Hi!
I was wondering if I could put in a feature request. I'm a happy user
of GSL, but something I regularly need to do but (I believe) is not
available in GSL, is calculating a complex SVD. I know there are
algorithms in GSL for real value SVDs. The SVD is used a lot in signal
processing, but it's almost always the complex variant which is needed
there. It's the only function for which I still have to use lapack
(where it is zgesvd(..)). Would the algorithm for real value be easily
extendable to complex values?
In any case, thanks for the nice library.
Kind regards,
André Offringa