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Справка Scilab >> Linear Algebra > Eigenvalue and Singular Value > sva

sva

singular value approximation

Calling Sequence

[U,s,V]=sva(A,k)
[U,s,V]=sva(A,tol)

Arguments

A

real or complex matrix

k

integer

tol

nonnegative real number

Description

Singular value approximation.

[U,S,V]=sva(A,k) with k an integer >=1, returns U,S and V such that B=U*S*V' is the best L2 approximation of A with rank(B)=k.

[U,S,V]=sva(A,tol) with tol a real number, returns U,S and V such that B=U*S*V' such that L2-norm of A-B is at most tol.

Examples

A=rand(5,4)*rand(4,5);
[U,s,V]=sva(A,2);
B=U*s*V';
svd(A)
svd(B)
clean(svd(A-B))

See Also

  • svd — singular value decomposition
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Last updated:
Thu Oct 02 14:01:04 CEST 2014