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Symmetric eigenvalue decomposition and SVD based on Zolotarev-polar decomposition #1723

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mrfh92 opened this issue Nov 18, 2024 · 1 comment
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enhancement New feature or request ESAPCA relevant for the ESA-funded project "ESAPCA" linalg

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mrfh92 commented Nov 18, 2024

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#1697

Feature functionality
Implement approach of Nakatsukasa and Freund (SIAM Review 2016) to compute symmetric eigenvalue decomposition and SVD on the basis of Zolotarev polar decomposition

@mrfh92 mrfh92 added enhancement New feature or request linalg ESAPCA relevant for the ESA-funded project "ESAPCA" labels Nov 18, 2024
@mrfh92 mrfh92 changed the title Symmetric Eigenvaluedecomposition and SVD based on Zolotarev-Polar Decomposition Symmetric eigenvalue decomposition and SVD based on Zolotarev-polar decomposition Nov 18, 2024
@mrfh92 mrfh92 self-assigned this Nov 18, 2024
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Labels
enhancement New feature or request ESAPCA relevant for the ESA-funded project "ESAPCA" linalg
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