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src/GenericSVD.jl

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@@ -53,8 +53,9 @@ offdiag_approx_zero(B::Bidiagonal,i,ɛ) =
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"""
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This finds the lowest strictly-bidiagonal submatrix, i.e. n₁, n₂ such that
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Generic SVD algorithm:
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This finds the lowest strictly-bidiagonal submatrix, i.e. n₁, n₂ such that
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```
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[ d ? ]
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[ d 0 ]
@@ -63,6 +64,7 @@ This finds the lowest strictly-bidiagonal submatrix, i.e. n₁, n₂ such that
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n₂ [ d 0 ]
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[ d 0 ]
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```
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Then applies a Golub-Kahan iteration.
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"""
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function svd!{T<:Real}(B::Bidiagonal{T}, U=nothing, Vt=nothing, ɛ::T = eps(T))
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n = size(B, 1)
@@ -81,17 +83,7 @@ function svd!{T<:Real}(B::Bidiagonal{T}, U=nothing, Vt=nothing, ɛ::T = eps(T))
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n₁ -= 1
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end
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# TODO: check for diagonal zeros
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# if n₂ == n₁ + 1 # 2x2 block
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# B.dv[n₁] = s₂
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# B.dv[n₂] = s₁
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# B.eb[n₁] = 0
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# # TODO: apply op
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# end
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d₁ = B.dv[n₂-1]
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d₂ = B.dv[n₂]

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