cswiercz
commented
8 years ago The gold standard for linear algebra in C is LAPACK, much of which uses BLAS. I wouldn't be surprised if they are already installed on whatever system you're using.
You can find LAPACK's SVD-specific routines here.
A couple other I've come across in various contexts:
- ATLAS - A compile-time optimization of BLAS routines.
- GNU Scientific Library (GSL) - another gold standard. Includes many other algorithms and data structures.
The best part about LAPACK and BLAS are the overly terse function names!
Hey Chris,
I've been trying to implement the material we learned in this class to my research, and hit a bit of a roadblock. Do you have a recommended linalg library?
I tried to use some code from Numerical Recipes but didn't have the right dependencies. Particularly interested in an SVD in C.
Please advise! Thank you (and I hope all is well!)