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Singular Value Decomposition

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Singular Value Decomposition

Олег Шишкін
Hello, everyone! I'm going to implement SVD in Polymath, but probably it's already done somewhere. So I decided to ask you if anyone know something about this.

Please,  write here if anyone knows where SVD is implemented on Pharo.
Otherwise, I'm gonna implement SVD. And probably I'll need your advice about good style or architecture because I'm not sure I have a proper vision how to do that.

Thank you!

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Re: Singular Value Decomposition

werner kassens-2
Hi,
once i searched for a svd-routine in pharo and did _not_ find anything general. i agree it would be really nice to have a svd in polymath.
werner


On Wed, Feb 15, 2017 at 9:25 PM, Олег Шишкін <[hidden email]> wrote:
Hello, everyone! I'm going to implement SVD in Polymath, but probably it's already done somewhere. So I decided to ask you if anyone know something about this.

Please,  write here if anyone knows where SVD is implemented on Pharo.
Otherwise, I'm gonna implement SVD. And probably I'll need your advice about good style or architecture because I'm not sure I have a proper vision how to do that.

Thank you!

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Re: Singular Value Decomposition

Didier Besset
This is equivalent to finding the eigenvalues of a matrix. Thus, check the corresponding routine in the DHB package (Jacobi transformation for symetric matrices, for one; the general case also exists but I do not remember where). To use it, check the version of my book that Steph put online.,
Regards,
Didier

On Sat, Feb 18, 2017 at 2:01 PM, werner kassens <[hidden email]> wrote:
Hi,
once i searched for a svd-routine in pharo and did _not_ find anything general. i agree it would be really nice to have a svd in polymath.
werner


On Wed, Feb 15, 2017 at 9:25 PM, Олег Шишкін <[hidden email]> wrote:
Hello, everyone! I'm going to implement SVD in Polymath, but probably it's already done somewhere. So I decided to ask you if anyone know something about this.

Please,  write here if anyone knows where SVD is implemented on Pharo.
Otherwise, I'm gonna implement SVD. And probably I'll need your advice about good style or architecture because I'm not sure I have a proper vision how to do that.

Thank you!

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Re: Singular Value Decomposition

werner kassens-2
Hi Didier,
yes, im using the dhb-jacobi-transformation for the symmetric case in an app. i dont really remember anymore why i did not like  the general dhb-solution, but i think the precision of that algo was not quite up to my requirements.
werner

On Fri, Feb 24, 2017 at 11:01 AM, Didier Besset <[hidden email]> wrote:
This is equivalent to finding the eigenvalues of a matrix. Thus, check the corresponding routine in the DHB package (Jacobi transformation for symetric matrices, for one; the general case also exists but I do not remember where). To use it, check the version of my book that Steph put online.,
Regards,
Didier

On Sat, Feb 18, 2017 at 2:01 PM, werner kassens <[hidden email]> wrote:
Hi,
once i searched for a svd-routine in pharo and did _not_ find anything general. i agree it would be really nice to have a svd in polymath.
werner


On Wed, Feb 15, 2017 at 9:25 PM, Олег Шишкін <[hidden email]> wrote:
Hello, everyone! I'm going to implement SVD in Polymath, but probably it's already done somewhere. So I decided to ask you if anyone know something about this.

Please,  write here if anyone knows where SVD is implemented on Pharo.
Otherwise, I'm gonna implement SVD. And probably I'll need your advice about good style or architecture because I'm not sure I have a proper vision how to do that.

Thank you!

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Re: Singular Value Decomposition

Didier Besset
The general algorithm can be as precise as you want, but it is admittedly not very efficient.
Cheers,
Didier

On Sat, Feb 25, 2017 at 11:42 AM, werner kassens <[hidden email]> wrote:
Hi Didier,
yes, im using the dhb-jacobi-transformation for the symmetric case in an app. i dont really remember anymore why i did not like  the general dhb-solution, but i think the precision of that algo was not quite up to my requirements.
werner

On Fri, Feb 24, 2017 at 11:01 AM, Didier Besset <[hidden email]> wrote:
This is equivalent to finding the eigenvalues of a matrix. Thus, check the corresponding routine in the DHB package (Jacobi transformation for symetric matrices, for one; the general case also exists but I do not remember where). To use it, check the version of my book that Steph put online.,
Regards,
Didier

On Sat, Feb 18, 2017 at 2:01 PM, werner kassens <[hidden email]> wrote:
Hi,
once i searched for a svd-routine in pharo and did _not_ find anything general. i agree it would be really nice to have a svd in polymath.
werner


On Wed, Feb 15, 2017 at 9:25 PM, Олег Шишкін <[hidden email]> wrote:
Hello, everyone! I'm going to implement SVD in Polymath, but probably it's already done somewhere. So I decided to ask you if anyone know something about this.

Please,  write here if anyone knows where SVD is implemented on Pharo.
Otherwise, I'm gonna implement SVD. And probably I'll need your advice about good style or architecture because I'm not sure I have a proper vision how to do that.

Thank you!

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