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- To: Eigen <eigen@xxxxxxxxxxxxxxxxxxx>
- Subject: [eigen] reduces svd
- From: Hauke Heibel <hauke.heibel@xxxxxxxxxxxxxx>
- Date: Fri, 30 Jul 2010 10:54:55 +0200
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Hi,
At the moment we don't support reduced SVD, right? I am wondering how
difficult it would be to adapt our method to support this.
The reduced SVD of A (being m-by-n with m >> n) results in a
decomposition [U, S, V] = svd(A) where U is m-by-n, S is n-by-n and V
is n-by-n.
I understand that we don't do this right now because U and V are
unitary implying "squareness" but I am wondering if it were difficult
to offer the latter. Maybe this is not even required at all with the
new implementation.
This whole thing is referred to by Matlab as "economy size
decomposition", see here:
http://www.mathworks.com/access/helpdesk/help/techdoc/ref/svd.html
- Hauke