[IPOL discuss] use of Eigen for PCA/SVD computation in demo blm_color_dimensional_filtering

[eml]

2011/5/20 José Luis Lisani <joseluis.lisani at uib.es>:
> I spent two days trying to isolate the SVD functions that I needed but
> I was unable to do it (too many dependencies between the source codes
> and on global variables that were set during the GSL installation process).

ouch!  You should have asked me to prove my claims, instead instead of
losing that much time :)

I you are still interested, I've isolated the SVD function of GSL.
Besides the file "svd.c", you needed to copy the wrapper around cblas
consisting of the "gsl_vector_*" and "gsl_matrix_*" functions.  It's
better to ignore the GSL makefiles and copy the code directly.  In the
attached zip  file you can see the code, together with an example
program that computes a singular value decomposition.

regards,
enric
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