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https://github.com/jiiwang/generalizedsvd.jl
Generalized Singular Value Decomposition (GSVD) in Julia
https://github.com/jiiwang/generalizedsvd.jl
gsvd julia-language numerical-algorithms
Last synced: about 1 month ago
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Generalized Singular Value Decomposition (GSVD) in Julia
- Host: GitHub
- URL: https://github.com/jiiwang/generalizedsvd.jl
- Owner: jiiwang
- License: mit
- Created: 2019-03-13T06:44:02.000Z (over 5 years ago)
- Default Branch: master
- Last Pushed: 2021-11-01T00:51:56.000Z (about 3 years ago)
- Last Synced: 2024-10-03T05:06:11.977Z (about 2 months ago)
- Topics: gsvd, julia-language, numerical-algorithms
- Language: Julia
- Homepage:
- Size: 87.2 MB
- Stars: 1
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# GeneralizedSVD
*A Julia program to compute the generalized singular value decomposition (GSVD).*
## Installation
To install `GeneralizedSVD`,
from the Julia REPL, type `]` to enter the Pkg REPL mode and run:
```
pkg> add GeneralizedSVD
```
or using the `Pkg` API:
```julia
julia> import Pkg; Pkg.add("GeneralizedSVD")
```
## Example
```julia
julia> using GeneralizedSVD
julia> A = [1. 2 3 0; 5 4 2 1; 0 3 5 2; 2 1 3 3; 2 0 5 3];
julia> B = [1. 0 3 -1; -2 5 0 1; 4 2 -1 2];
julia> F = gsvd(A, B);
julia> F.C
5×4 SparseArrays.SparseMatrixCSC{Float64,Int64} with 4 stored entries:
[1, 1] = 1.0
[2, 2] = 0.894685
[3, 3] = 0.600408
[4, 4] = 0.27751
julia> F.S
3×4 SparseArrays.SparseMatrixCSC{Float64,Int64} with 3 stored entries:
[1, 2] = 0.446698
[2, 3] = 0.799694
[3, 4] = 0.960723
julia> F.R
4×4 Array{Float64,2}:
5.74065 -7.07986 0.125979 -0.316232
0.0 -7.96103 -2.11852 -2.98601
0.0 0.0 5.72211 -0.43623
0.0 0.0 0.0 5.66474
julia> [A; B] ≈ [F.U*F.C; F.V*F.S]*F.R*F.Q'
true
```
## Documentation
- [docs-url] — **documentation of the most recently tagged version.**
## Project Status
The package is tested against, and being developed for, Julia `1.3` on macOS and supports `Float` type.
## Contact
+ Ji Wang: [email protected]
+ Zhaojun Bai: [email protected]
[docs-url]:https://jiiwang.github.io/GeneralizedSVD.jl/