[SciPy-dev] more with SVD wrapping

[M Trumpis]

Hi all,

While I was playing with the f2py wrappings for SVD routines, I went
ahead and beefed up the *gesdd and *gesvd interfaces, and added a
wrapping for the "generalized SVD" wrappings, *ggsvd.

improvements to svd:
* can query the lapack drivers for best workspace size--this
eliminates the need for the code in "calc_lwork.f".
* can ask the drivers to return compact matrices: a = (m x n) ==> u =
(m x min(m,n)), vh = (min(m,n) x n)

Use of the *gesvd driver can be toggled with an argument:
scipy.linalg.svd( ... , fast_svd=False)

I made two scipy interpretations of the GSVD, one corresponding to the
lapack docs, and one that is more like the matlab version.

This ticket supercedes ticket 957.

http://projects.scipy.org/scipy/ticket/964

Kind regards,
Mike