This unsupported package is about a divide and conquer algorithm to compute SVD. | |
The implementation follows as closely as possible the following reference paper : | |
http://www.cs.yale.edu/publications/techreports/tr933.pdf | |
To solve the secular equation using FMM: | |
http://www.stat.uchicago.edu/~lekheng/courses/302/classics/greengard-rokhlin.pdf | |