jmbl49
01-26-2011, 01:31 PM
In the hopes of clarifying some doubts I have about the validity of output from the svd routines obtained from this forum (see various hardcopy examples throughout the returns on search "matrix" wrt svd), I went to wikipedia and pulled up the page on "singular value decomposition" http://en.wikipedia.org/wiki/Singular_value_decomposition.
Simply put, the "example" (see heading there of this name) shows a 4 x 5 matrix "M" and in the immediately following decomposition illustration shows a corresponding "U" matrix having only 4 rows and 4 columns!
Doesn't this directly conflict with the notion that the N x M
matrix is actually rectangular not square, but moreover, how can a square matrix add a dimension ... (so quickly)?
My question is which examples are correct? Wiki's set doesn't attempt to reassemble the original matrix "M" but then again, could the "Product [U] x [W] x [V-Transpose]" that it proposes be correct with [U] being only 4 x 4?
[edited by poster]
Online matrix solver verifies wikipedia 4 x 4 "U" from 5 x 4 "M", so ignoring this reference above, is there a good reason why return "U"(&etc) values for wikipedia's "M":
1 0 0 0 2
0 0 3 0 0
0 0 0 0 0
0 4 0 0 0
using MPD78's modified davekw7x routine example given in "how to include svdcmp" thread posted by florian101 the output decomposition is not the same?
Simply put, the "example" (see heading there of this name) shows a 4 x 5 matrix "M" and in the immediately following decomposition illustration shows a corresponding "U" matrix having only 4 rows and 4 columns!
Doesn't this directly conflict with the notion that the N x M
matrix is actually rectangular not square, but moreover, how can a square matrix add a dimension ... (so quickly)?
My question is which examples are correct? Wiki's set doesn't attempt to reassemble the original matrix "M" but then again, could the "Product [U] x [W] x [V-Transpose]" that it proposes be correct with [U] being only 4 x 4?
[edited by poster]
Online matrix solver verifies wikipedia 4 x 4 "U" from 5 x 4 "M", so ignoring this reference above, is there a good reason why return "U"(&etc) values for wikipedia's "M":
1 0 0 0 2
0 0 3 0 0
0 0 0 0 0
0 4 0 0 0
using MPD78's modified davekw7x routine example given in "how to include svdcmp" thread posted by florian101 the output decomposition is not the same?