This package is no longer maintained. Functionality from this package is available in GenericLinearAlgebra.jl.
Implements Singular Value Decomposition for generic number types, such as
Quaternions. It internally overloads several Base functions such that existing methods (
svdvals) should work directly.
It uses a Golub-Kahan 2-stage algorithm of bidiagonalization with Householder reflections, followed by an implicit QR with shift.
Based on initial code by Andreas Noack.
- Golub, G. H. and Van Loan, C. F. (2013), "§8.6.3 The SVD Algorithm", Matrix Computations (4th ed.), Johns Hopkins University Press, Baltimore, MD, USA.