SVDLIBC

SVDLIBC is a C library written by Doug Rohde. It was based on the SVDPACKC library, which was written by Michael Berry, Theresa Do, Gavin O’Brien, Vijay Krishna and Sowmini Varadhan at the University of Tennessee. SVDLIBC is made available under a BSD License. SVDLIBC offers a cleaned-up version of the code with a new library interface and a front-end executable that performs matrix file type conversions, along with computing singular value decompositions. Currently the only SVDPACKC algorithm implemented in SVDLIBC is las2, because it seems to be consistently the fastest. This algorithm has the drawback that the low order singular values may be relatively imprecise, but that is not a problem for most users who only want the higher-order values or who can tolerate some imprecision.