bidiagonalization in the SVD routine


xargon
03-16-2010, 11:25 AM
Hello,

I was trying to understand the workings of the svd routine and the first part should be the bidiagonalization of the input matrix.

Can someone tell me where the diagonal and the super-diagonal entries are stored after the bidiagonalization? I am a little bit confused as to how the bidiagonalization is being done here. Where exactly is the householder reflector being computed in the svd routine?

Cheers,
xarg

xargon
03-16-2010, 12:09 PM
Figured out that the rv1 and w variables hold the diagonal and super diagonal entries respectively. Are the householder unit reflector vectors also stored somewhere?

Cheers,
xarg

jaje
08-29-2010, 03:16 AM
If you'll read the code further downwards, you'll see the code for unpacking the Householder vectors into the two matrices U and V. As I recall, the storage format at that point is that the parts of the columns below the diagonal hold the corresponding vectors for U, and the parts of the rows above the diagonal hold the vectors for producing V.

Jan M.