Calling Lapack's Jacobi SVD - dgesvj


#1

The current Julia SVD interface appears to support only “simple” and “divide and conquer”. Is there any simple way to call Jacobi’s methods – (dgesvj Lapack function)?
If wrapping the Lapack function is the only viable solution, I would appreciate any help in getting started with this non-trivial “ccall”.

Thanks!


SVD: Better default to gesvd! instead of gesdd!?
#2

By coincidence a related issue led me to want this too: here’s a draft.


#3

great! I’ll give it a try.


#4

See my related PR which adds an alg keyword to svd and svd!.

It would be nice to also have :jacobi supported. @Ralph_Smith, maybe you could polish and PR your draft?


#5

@Ralph_Smith, I opened an issue on github about this: https://github.com/JuliaLang/julia/issues/31080.