fixed point singular value decomposition in c/c++

问题:

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

回答1:

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

回答2:

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.