fixed point singular value decomposition in c/c++

Question

I am looking for some c/c++ libraries to do fixed point singular value decomposition or eigenvalue decomposition. Do you know any libraries or any pointers to existing codes?

Thanks

score 3 · Answer 1 · edited May 23 '17 at 12:11

3

There is a good answer to your question in this thread: Single Value Decomposition implementation C++

Also, @Bathsheba is pointing you to a good resource, in Numerical Recipes. C is free, but C++ is only "available" with the paid version:

C: http://apps.nrbook.com/c/index.html

C++: http://www.nr.com/oldverswitcher.html

edited May 23 '17 at 12:11

Community

1
1

answered May 17 '13 at 18:22

bebingando

1,022
1
8
12

1

(It'd be good to name the best resources here again, as well as linking to the other question) – Theo Belaire May 17 '13 at 18:41
@Tyr thank you for the etiquette tip - still a noob here – bebingando Aug 26 '13 at 17:21

score 0 · Answer 2 · answered May 17 '13 at 17:37

Numerical recipes is a good place to start for all this stuff, visit www.nr.com.

It has versions in C and C++ and other languages although an old cat like me sticks to the C versions.

The very well-written book also explains the algorithms in good detail (the authors are 4 Cambridge professors).

You will have to do some tweaking for fixed point; may be as simple as changing the data types.

Worth a look though methinks.

fixed point singular value decomposition in c/c++

2 Answers2

Linked