题
我正在寻找c中的奇异值分解(svd)代码,你会帮我吗?
我发现了许多来源,但我无法运行它们,我正在寻找一个版本的SVD代码,提供3个矩阵的S,V和U。
解决方案
You can use the Numerical recipies code for that svdcmp.c reference. Actually in my case I found more accurate the openCV one, but both work fine.
其他提示
Don't write it yourself, don't deal with trying to build someone else's source. Use a library that provides this function for you. There's probably already one available on your target platform.
Specifically, use the industry-standard LAPACK library or use the GSL or whatever other linear algebra library you want. They all have an SVD implementation.
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