working on building out SVD #2
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added 30 commits
February 19, 2025 18:06
…is valid and works!
…V in SVD, but have most of the structure up, givens rotation is working as expected as well! a bit of progress, want to get to SVD and then do small refactor, and then move on to the discrete fourier transform
…V in SVD, but have most of the structure up, givens rotation is working as expected as well! a bit of progress, want to get to SVD and then do small refactor, and then move on to the discrete fourier transform
added 10 commits
March 5, 2025 18:25
…d check the diagonal
…d check the diagonal
…ther rows and looks useful for other algorithms, just need to relook at algos, diagonalization isn't unique aparently
…!! lets goooooooo!!!, need to rewrite and check and ensure scales and all of that but wowwwwwwwwwwwwwwwwwwwwwww also need to handle complex eigenvalue cases but hey we are doing one step at a time!
…efully this exists
… double-diagonalization method, going to implement one from my book and then see if we don't get things as expected, the algorithm given there is like for krysolov subspaces and that one hard fails a simple [1,2,3],[4,5,6],[7,8,9] matrix, so going to implement one a bit more primitie which should isolate if this is numerical instability or if the diagonalization algo needs many more 'hotfixes' like pivoting reortho etc
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Way more complicated than i first estimated but going to use a design of the following
QR decomp (here householholder) -> Shur -> Givens rotations,
but good to get some numerical compute underneath the fingers