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All algorithm is about real matrix, i need complex, please help me,thanks.
Posted
Updated 5-Sep-15 17:22pm
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Sergey Alexandrovich Kryukov 5-Sep-15 23:38pm    
What have you tried so far?
—SA
Patrice T 8-Sep-15 14:06pm    
Looks like a repost from C# forum
http://www.codeproject.com/Messages/5122314/How-can-i-get-complex-matrix-svd-singlar-value-dec.aspx

No, the algorithm is applicable for complex matrices as well: https://en.wikipedia.org/wiki/Singular_value_decomposition[^].

I found some implementation in several places, including CodeProject: DotNetMatrix: Simple Matrix Library for .NET[^].

See also:
http://www.alglib.net/translator/man/manual.csharp.html#unit_svd[^],
http://accord-framework.net/docs/html/T_Accord_Math_Decompositions_SingularValueDecomposition.htm[^],
http://www.centerspace.net/doc/NMath/user/matrix-decompositions-87143.htm[^],
http://www.meta-numerics.net/documentation/html/97384538-026a-4832-464c-12266e887b0a.htm[^],
http://ilnumerics.net/singular-value-decomposition.html[^],
…?

I did not test any, but you can do it, as the one interested the most. I believe, having some working source code for real numbers, it would not be fundamentally difficult to rework it to complex numbers, but may take a good deal of work, depending on the quality of original library.

—SA
 
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Adding to Sergey's suggestions, I've used:
https://github.com/mathnet/mathnet-numerics[^]
 
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