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Implementation question about the svd

  1. Mar 23, 2010 #1
    Hello,

    I have a pretty decent idea about how SVD works but when I look at some of the implementation details (for example, in numerical recipes), I have no idea what is going on.

    For example, from trolling the net, I figured out most SVD implementations first bidiagonalise the problem matrix using a series of house-holder transformations. This is how the implementaion of SVD in numerical recipes works.

    I wonder if anyone is familiar with this implementation ind etail and can shed some light or general comments about what each block of the algorithm is achieving. There seem to be so many magic operations happening, it is absolutely crazy!

    Thanks,
    Luca
     
  2. jcsd
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