[Research] Thin SVD code in auton codebase?

[Paul Komarek]

I think I checked in a modified fortran version, that I had tried to
make callable from C.  It seemed like there was some issue, but I
don't recall for sure.  It was wicked-fast, and supported partial
decomposition.  Unfortunately, I can't remember the name of it, but
the author had "monk" in his name and there might be some f2c or other
fortran files in the directory -- maybe play with grep.

Paul

On Mon, Nov 16, 2009 at 9:10 AM, Sajid Siddiqi <siddiqi at cs.cmu.edu> wrote:
> Hi,
>
> Does anyone know if there is code for doing a thin SVD (i.e. top k
> singular values and vectors) in the auton codebase?
>
> The svd.c code in /utils seems to return the full SVD component matrices
> for an m x n matrix, i.e. a m x n matrix U, a  n x n diagonal matrix S (as
> a dyv), and an n x n matrix V. If m and n are both large, these matrices
> can be slow to compute. If only the top few singular values and vectors
> are computed (i.e. the 'thin' SVD) it would be much faster.
>
> Thanks,
> Sajid
>
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