Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Group: Linear Algebra
See also: eigsm eiggn

Function: svd
Description: computes the singular value decomposition of a n x p matrix x (n >= p). The singular value decomposition finds matrices u, l, v such that x = u*l*v' u, v are orthogonal matrices l is a diagonal matrix

Usage: y = svd(x)
Input:
x n x p matrix
Output:
y.u n x p matrix, the left matrix u
y.l p vector, elements of the diagonale of matrix l
y.v p x p matrix, the right matrix v

Example:

x = #(1:5)~#(6:10)~#(11:15)
y = svd(x)
r = x - y.u * (y.l .* y.v')
r
Result:

Show result in the result matrix

Group: Linear Algebra
See also: eigsm eiggn

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

(C) MD*TECH Method and Data Technologies, 17.8.2000