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1 | This unsupported package is about a divide and conquer algorithm to compute SVD.
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2 |
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3 | The implementation follows as closely as possible the following reference paper :
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4 | http://www.cs.yale.edu/publications/techreports/tr933.pdf
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5 |
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6 | The code documentation uses the same names for variables as the reference paper. The code, deflation included, is
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7 | working but there are a few things that could be optimised as explained in the TODOBdsvd.
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8 |
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9 | In the code comments were put at the line where would be the third step of the algorithm so one could simply add the call
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10 | of a function doing the last part of the algorithm and that would not require any knowledge of the part we implemented.
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11 |
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12 | In the TODOBdcsvd we explain what is the main difficulty of the last part and suggest a reference paper to help solve it.
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13 |
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14 | The implemented has trouble with fixed size matrices.
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16 | In the actual implementation, it returns matrices of zero when ask to do a svd on an int matrix.
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19 | Paper for the third part:
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20 | http://www.stat.uchicago.edu/~lekheng/courses/302/classics/greengard-rokhlin.pdf
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21 |
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