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From: alan@dmsmelb.UUCP
Newsgroups: net.math.stat,net.sources
Subject: Re: singular value decomposition algorithm
Message-ID: <59@dmsmelb.OZ>
Date: Sun, 13-Jul-86 03:55:49 EDT
Article-I.D.: dmsmelb.59
Posted: Sun Jul 13 03:55:49 1986
Date-Received: Sun, 13-Jul-86 20:29:07 EDT
References: <28@unc.unc.UUCP>
Reply-To: alan@dmsmelb.UUCP (Alan Miller)
Distribution: net
Organization: CSIRO Maths and Stats, Brisbane, Australia
Lines: 12
Xref: utcs net.math.stat:270 net.sources:5166
Summary: LINPACK & TOMS 581

In article <28@unc.unc.UUCP> kent@unc.UUCP (Doug Kent ) writes:
>Can anyone send me or point me towards public domain source code for a 
>singular value decomposition algorithm?
>


There are algorithms readily available in LINPACK and TOMS 581.
They are available for a small distribution charge from IMSL, though
you should be able to find someone else who has them already.   The
algorithm in TOMS is the more efficient.
 
Alan Miller