Ticket #964 (needs_review enhancement)
lapack wraps: SVD using *GESVD and GSVD using *GGSVD
| Reported by: | MikeTrumpis | Owned by: | somebody |
|---|---|---|---|
| Priority: | normal | Milestone: | 0.8.0 |
| Component: | scipy.linalg | Version: | devel |
| Keywords: | linalg svd f2py | Cc: |
Description
Here is f2py code for new GSVD wraps, and enhanced SVD wraps.
improvements to *GESVD and *GESDD wrapping: * can query the lapack drivers for best workspace size--this eliminates the need for the code in "calc_lwork.f". * can ask the drivers to return compact matrices: a = (m x n) ==> u = (m x min(m,n)), vh = (min(m,n) x n)
The GSVD code decomposes a segmented matrix [A.T; B.T].T into matrices U, V, Q, C, S, R such that
A = U*C*[0; R]*conj(Q).T B = V*S*[0; R]*conj(Q).T
This ticket should render ticket #957 unnecessary.
Mike
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