Logo Questions Linux Laravel Mysql Ubuntu Git Menu
 

LAPACK routine for SVD of product of two matrices

Tags:

c

lapack

I need to find the SVD of $A \times B$ where $A$ is an upper triangular matrix and B is a lower triangular matrix. What is the efficient way to go about and a routine which does this in LAPACK?


2 Answers

I can suggest you the GNU GSL library which can do a lot of matrix algebra, such as SVD decomposition and triangular matrix multiplication very efficiently (and many others!) I think(???) it support even LAPACK

http://www.gnu.org/software/gsl/

like image 143
the_candyman Avatar answered Dec 01 '25 15:12

the_candyman


As far as I am aware, there is no clever way to compute the SVD of such a product. You simply multiply the matrices, then take the SVD of the resulting matrix.

like image 27
Stephen Canon Avatar answered Dec 01 '25 13:12

Stephen Canon



Donate For Us

If you love us? You can donate to us via Paypal or buy me a coffee so we can maintain and grow! Thank you!