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IDProjectCategoryView StatusDate SubmittedLast Update
0000342jquantlib[All Projects] translationpublic2009-08-20 01:302010-04-04 14:16
ReporterRichard Gomes 
Assigned To 
PrioritynormalSeverityminorReproducibilityhave not tried
StatusnewResolutionopen 
PlatformOSOS Version
Product Version 
Target Version0.2.4Fixed in Version 
Summary0000342: Review and debug SVD
DescriptionReview and debug SVD

Please see: MatrixTest
TagsNo tags attached.
Attached Files

- Relationships
related to 0000232resolvedRichard Gomes Replace Colt by something else 
child of 0000415new Review Array and Matrix classes and related stuff 

-  Notes
(0000714)
Richard Gomes (manager)
2009-12-19 18:23

Reminder sent to: Daniel Kong, Dominik Holenstein, Femi Anthony, John Nichol, johnmartin, Jose Coll, Srinivas Hasti

Kicked to v0.1.4

Let me know if there are dependencies in the current v0.1.3 which requires we solve this issue before the v0.1.3 release.

Thanks

Richard Gomes
(0000771)
Richard Gomes (manager)
2010-04-04 14:16

This issue is partially solved.

In spite test cases pass, I wrongly adapted code from JAMA whilst QuantLib has it's own implementation we should have taken instead.

See files ql/math/matrixutilities/svd.*pp

This issue cannot be closed unless we translate from the correct source.

- Issue History
Date Modified Username Field Change
2009-08-20 01:30 Richard Gomes New Issue
2009-08-20 01:30 Richard Gomes Relationship added related to 0000232
2009-11-01 13:49 Richard Gomes Relationship added child of 0000415
2009-12-19 18:23 Richard Gomes Issue Monitored: Daniel Kong
2009-12-19 18:23 Richard Gomes Issue Monitored: Dominik Holenstein
2009-12-19 18:23 Richard Gomes Issue Monitored: Femi Anthony
2009-12-19 18:23 Richard Gomes Issue Monitored: John Nichol
2009-12-19 18:23 Richard Gomes Issue Monitored: johnmartin
2009-12-19 18:23 Richard Gomes Issue Monitored: Jose Coll
2009-12-19 18:23 Richard Gomes Issue Monitored: Srinivas Hasti
2009-12-19 18:23 Richard Gomes Note Added: 0000714
2009-12-19 18:23 Richard Gomes Target Version 0.1.3 => 0.1.4
2010-04-04 14:16 Richard Gomes Note Added: 0000771


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