SVD with complex numbers
I'm working on creating a SVD class using complex numbers. I have an adaptation of the Jama ( http://math.nist.gov/javanumerics/jama/ ) implementation coded which works great with complex numbers with only a real part, but fails when the imaginary is present. I also coded up a port of numerical recipes' ( http://www.nr.com ) implementation, but am unable to get it to converge. I'm 99.9% sure that the problem does _not_ exist in my complex number class as it has worked fine up until now.
Anyhow, what I'm wondering is if anyone has a Java SVD for complex matrices that I could look at and/or use?
Thanks in advance,
m

