Re: SVD routine error?

Posted by Neil P Firth on
URL: http://quantlib.414.s1.nabble.com/SVD-routine-error-tp2794p2810.html

Hi,

>
> I'm having a quick look at the thing. Question: line 122:
>
>              if (wantu & (k < nct)) {
>
> Are you sure it shouldn't be && ?
>
Does look rather like it should. I'll email the guys at the TNT / JAMA
project and see what they say about it. I'll also ask what accuracy to
expect.

>
> >Are there any design thoughts on extending the linear algebra. For
> >instance, I'd like to be able to swap the TNT SVD class for a NAG or
> >CLAPACK routine to utilise the BLAS and the shared memory processors on
> >the Oxford computational finance cluster.
>
> Ehm, I'm not exactly sure what you mean. "Extending", as in ...?
>
I mean that I want to make it easy to swap from using the current SVD
class to a NAG SVD routine, or CLAPACK SVD routine, if they are available.
Would 'pluggable' be a better word..

Neil