SingularValueDecomposition V6

*To*: mathgroup at smc.vnet.net*Subject*: [mg100192] SingularValueDecomposition V6*From*: borisov at sas.upenn.edu*Date*: Thu, 28 May 2009 04:25:23 -0400 (EDT)

Hello, In short: Is there a way to change the method in SingularValueDecomposition? Explanation: I have coded a relaxation scheme for solving a system of non-linear ODEs. The relaxation scheme involves solving a linear system of algebraic equations in the form S.b=-e. The matrix S is in my case 2000x2000. I use Krylov's method to solve it. At certain conditions the system becomes unstable/singular. So I am interested in finding the SVD for that Matrix. Unfortunately though the default method is extermely slow. I couldn't find in the help which method for finding the SVD is used, but by how slow it is I would assume it is the RQ method (which goes like n^4). But I was told that method's like "divide and conquer" go like n^3*Ln(n) and will be significantly faster (and I have been told there are even faster methods). Is there a way to change the method in SingularValueDecomposition? In the end I could possibly use another method for resolving singularities (S-mI).b=-e, but to evaluate m I still need to know what the maximum singular value is. Will SingularValueList be sufficiently fast? Is there a way to change the method there? Best Regards Alexander