From: mittelmann@asu.edu
Subject: Re: Required: SVD algorithm for complex matrices
Date: Mon, 04 Sep 2000 16:16:37 GMT
Newsgroups: sci.math.num-analysis
Summary: [missing]

Hi,
I am copying a quote by Cleve Moler. If you only need the values it
helps. Other sources are CLAPACK and MESCHACH at NETLIB.

Hans Mittelmann
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The singular values of the 2n-by-2n real matrix [A B; -B A] are the
singular
values of the n-by-n complex matrix A+iB, each repeated twice.  But it
looks like the singular vectors are hard to unscramble, particularly
when
the complex matrix has multiple singular values.

   -- Cleve Moler
   moler@mathworks.com
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In article <8p0ebi$1a3$1@nnrp1.deja.com>,
  mikefairbank@my-deja.com wrote:
> Hi,
> I have a version of the Singular Value Decomposition algorithm from the
> Numerical Recipees in C book that is working well.  However I need to
> extend this to work for complex valued matrices.  I am not sure how to
> go about this as I have been using the algorithm as a black-box.
>
> Does anyone have any source code for a complex version of this
> algorithm?  Alternatively could anyone advise how to go about
> converting it?
>
> Thanks in advance for any help.
>
> Mike Fairbank.
>
> Sent via Deja.com http://www.deja.com/
> Before you buy.
>


Sent via Deja.com http://www.deja.com/
Before you buy.