Fast page-wise matrix decomposition

Version 1.0.2 (8.4 KB) by wfH
Perform commonly used matrix decomposition (QR, EIG, SVD) for N-D arrays using C-Mex and LAPACK library.
46 Downloads
Updated 2 Jun 2023

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NOTE
recommend using the builtin `pagesvd` (R2021b), `pageeig` (R2023a).
When I was working on human motion analysis and inverse kinematics, SVD and EIG had to be called for many many many times.(for estimating rotations)
As the for-loop was quite slow, I tried to use mex-file and LAPACK library to speed up the performance.
There are three functions provided.
MDQR is page-wise QR for N-D arrays.
MDEIG is page-wise EIG for N-D arrays.
MDSVD is page-wise SVD for N-D arrays.(As MATLAB has introduced a new function called `pagesvd`, recommend using that for stability and performance. `MDSVD` might be deprecated.)
Before using these functions, you must compile the mex-file (directly call the function without any input argument to compile).
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I don't know much about c-language, so the source code is ugly.
I would appreciate if you could kindly leave your comments.
Please be nice haha.

Cite As

wfH (2024). Fast page-wise matrix decomposition (https://www.mathworks.com/matlabcentral/fileexchange/99924-fast-page-wise-matrix-decomposition), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2020a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.2

doc: add recommendation

1.0.1

As MATLAB has introduced a new function called `pagesvd` for page-wise SVD. `MDSVD` might be deprecated.

1.0.0