a problem with TSVD.teig - anything I did wrong?

[jamesjcai]

using LinearAlgebra, TSVD X=rand(4,5) X=X'X F=TSVD.teig(X) X*F[2] ≈ F[2]*diagm(F[1]) false

[andreasnoack]

Just repeating my reply from Slack here for the record. So teig isn't documented and exported because it's not complete although it's pretty close. That means that F[2] doesn't contain the eigenvectors of X but the eigenvectors of the tridiagonal reduction of X. F[4] contains the Lanczos vectors so it should be possible to construct the eigenvectors of X. Let's keep this issue open until I've fixed this.

[Vilin97]

If I want to use TSVD.jl to compute truncated svd, what function should I call?