CODEWITHSUNDEEP
mathfortranimplementationlinear-algebrasvd
Matthias Munz
Matthias Munz

Reputation: 3765

Generalized Singular Value Decomposition & Sparse Matrices

I want to compute the Generalized Singular Value Decomposition (GSVD) for sparse matrices A and B. Therefore I am looking for an implementation that is capable of using a special data structure for sparse matrices.

The only implementation I found (here) is part of the LAPACK package which is written in Fortran 77. It works quite good, but unfortunately it can't handle sparse matrices.

Upvotes: 5

Views: 1129

Answers (2)

Matthias Munz
Matthias Munz

Reputation: 3765

I asked the same question on Scicomp and got good answers. The post can be found here.

Upvotes: 1

Jacob
Jacob

Reputation: 34601

MATLAB's gsvd accepts sparse matrices. I believe Octave (freely available) supports gsvd as well.

Upvotes: 2

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