search for: zgesdd

...on of R-1.3.1 and so far see a factor of 4 improvement over La.svd and a factor of 3 over svd (see output below). I'd be glad to hand off what I've done so far to someone else or to work more on it (make it behave as svd and La.svd do if you don't want all the singular vectors; and add ZGESDD also). Though what I've done so far would probably be trivial for someone who knew what they were doing... Mac G4, 450 MHz, LinuxPPC, pre-compiled ATLAS-3.2.1 libraries for G4 from www.netlib.org, R-1.3.1: > m <- matrix(rnorm(25e4), 5e2, 5e2) > system.time(svd(m)) [1] 22.31 0.10 2...

Hi, It is my understanding that the eigenvectors of a circulant matrix are given as follows: 1,omega,omega^2,....,omega^{p-1} where the matrix has dimension given by p x p and omega is one of p complex roots of unity. (See Bellman for an excellent discussion on this). The matrix created by the attached row and obtained using the following commands indicates no imaginary parts for the