From: Armin Roehrl <armin@...>
Date: 2003-03-15T05:21:41+09:00
Subject: Re: SVD algorithm in Ruby

Am Freitag, 14. M�rz 2003 20:18 schrieb Dave Thomas:
> Because my eyes glazed over during the matrix classes at school, I'm
> having a hard time trying to implement a Singular Value Decomposition
> algorithm in Ruby (or in any language, for that matter). Does anyone
> happen to have the code written that they could share?

I have not tested it, but I think Ruby-GSL offers that.
http://www5d.biglobe.ne.jp/~ytsune/Ruby-GSL/
GSL_Matrix#SV_decomp

Generally, if doing linear Algebra madness (blas) and speed is an issue, 
I would recommend linking gsl with the atlas lib.
http://math-atlas.sourceforge.net/

Good luck,
	-A.

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