[SciPy-dev] more with SVD wrapping
Mon Jun 8 17:31:09 CDT 2009
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.
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