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authorGravatar Benoit Jacob <jacob.benoit.1@gmail.com>2009-08-12 02:35:07 -0400
committerGravatar Benoit Jacob <jacob.benoit.1@gmail.com>2009-08-12 02:35:07 -0400
commit22d65d47d085a9b693d7777f646a87cb3d51a06a (patch)
treea1e4827c64a31a622492d2384961880c782d7828 /demos
parentce033ebdfe817a21e648cad3f2bb6db76cb8fa6a (diff)
finally, the good approach was two-sided Jacobi. Indeed, it allows
to guarantee the precision of the output, which is very valuable. Here, we guarantee that the diagonal matrix returned by the SVD is actually diagonal, to machine precision. Performance isn't bad at all at 50% of the current householder SVD performance for a 200x200 matrix (no vectorization) and we have lots of room for improvement.
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