Incremental singular value decomposition (SVD) routines for the Gnu Scientific Library (GSL). It outperforms the standard batch-SVD methods in running/windowed SVD applications.

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Categories

Mathematics

License

GNU General Public License version 3.0 (GPLv3)

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Additional Project Details

Intended Audience

Science/Research

Programming Language

C

Related Categories

C Mathematics Software

Registered

2009-07-31