Bidiagonalization using Householder transformations

The previous post was a discussion on employing Householder transformations to perform a QR decomposition. This post will be short. I've had this code lying around for a while now and thought I would make it available. The process of bidiagonalization using Householder transformations amounts to nothing more than alternating by left and right transformations. The cMatrix::householderBidiagonalization() method: Download the source: qr_householder_bidiagonalization.cc.bz2 Read more [...]