Re: SVD, EIG and CHOL of a matrix

[Alberto Frigerio]

My first idea was to look for .cc codes for the functions I needed, but in
the Octave directory I found only .oct files, and I don't know how to read
them...

Alberto


Carlo de Falco-2 wrote:
> 
> Hi,
> 
> On 19 Jan 2010, at 16:16, Alberto Frigerio wrote:
> 
>>
>> Hello world, I'm a neofite in Octave and I'm trying to find the  
>> eigenvalues /
>> eigenvectors, the singular value decomposition and the Cholesky
>> factorization of a square matrix A.
>> I've seen that Octave has functions for doing all these things, but  
>> I would
>> see HOW they work. I tried to make the SVD using the QR  
>> decomposition of A,
>> but in doing QR I got completely different results ... may someone  
>> help me?
> 
> Octave uses lapack routines for most of these tasks, for example for  
> double precision, real, full matrices
> SVD is performed via a call to the lapack routine 'DGESVD'
> to find out what DGESVD does, you can inspect the source code:
> 
> http://www.netlib.org/lapack/explore-html/dgesvd.f.html
> or read the lapack documentation:
> http://www.netlib.org/lapack/lug/node53.html
> 
> To find this information I just went through the code of SVD.cc and  
> dbleSVD.cc in the Octave sources.
> Assuming you are interested in algorithms for real double precision   
> matrices, to find out about what is done for eigenvalues you should  
> look at the files EIG.cc and eig.cc, while for Cholesky you should  
> look at chol.cc and dbleCHOL.cc
> 
>> Thanks in advance,
>>    Alberto
> 
> HTH,
> c.
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> 

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