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Re: SVD in linalg_simple

To: James Theiler <jt at lanl dot gov>
Subject: Re: SVD in linalg_simple
From: Brian Gough <bjg at network-theory dot co dot uk>
Date: Mon, 18 Oct 1999 20:53:48 +0100 (BST)
Cc: GSL discussion list <gsl-discuss at sourceware dot cygnus dot com>
References: <76puyltinw.fsf@odie.lanl.gov><Pine.LNX.4.10.9910180032160.26552-100000@yks.lanl.gov>

Jerry has the details on that algorithm.  There's also an
implementation in SLATEC (svd.f) which seems slightly different (no
tolerance parameter).

James Theiler writes:
 >   i was trying to use the SVD routine in linalg/linalg_simple.c,
 > and it was producing singular values that were saturating at
 > about 10^-6, even though the true values were much smaller than
 > that.  i was able to "fix" the problem by replacing
 > GSL_DBL_EPSILON with GSL_DBL_MIN, but i am suspicious of this
 > solution.  perhaps the true test should be GSL_DBL_EPSILON times
 > some scale factor?

References:
- [Liam Healy <Liam.Healy@nrl.navy.mil>] NIST Digital Library of Mathematical Functions
  - From: Mark Galassi
- SVD in linalg_simple
  - From: James Theiler

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