On Jun 15, 2012 12:11 AM, "Dirk Eddelbuettel" wrote: > Thanks for that earlier hint re 'thin' and 'full' SVDs.
Armadillo has the standard svd() and the thin version too: svd_econ(). See http://arma.sourceforge.net/docs.html#svd_econ > Conrad, any interest in switching to dgesdd? Yes, but this is not simply a matter of making svd() use dgesdd() instead of dgesvd(). Lapack authors added the dgsedd() function instead of simply replacing the underlying algorithm used by dgesvd(). This was done for a reason: the results produced by dgesvd() and dgesdd() can be "slightly" different (where "slightly" is dependant on matrix size and matrix content). If Armadillo starts giving different results all of a sudden, there would be a lot of displeased people. I'll probably add an option to Armadillo's svd() to optionally use dgesdd(). I've done something very similar for eig_sym() in Armadillo 3.2, where the faster "divide and conquer" algorithm for eigen decomposition can be optionally used. See http://arma.sourceforge.net/docs.html#eig_sym _______________________________________________ Rcpp-devel mailing list Rcpp-devel@lists.r-forge.r-project.org https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
