Commit message (Collapse) | Author | Age | |
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* | finally, the good approach was two-sided Jacobi. Indeed, it allows | Benoit Jacob | 2009-08-12 |
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. |