SVD Problem - URGENT


Phipi
05-02-2003, 07:09 AM
Hello

I have to solve the SVD problem on a small matrix (dimensions are about 10x7). I tried to solve it with the code in "Numerical recipes". As comment there is written:
... A = U.W.V' The matrix U replaces a on output. I think, it should be written: The matrix U replaces A (and not a)...
But the my real problem is the following: I ecpected a "normal" singular value decomposition, where both, V AND U, are orthogonal, QUADRATIC matrices. But it seems, that this code computes not a mxm matrix U (if A is mxn with m>n), but a mxn matrix.
I would be very happy if somebody could give me a hint what I'm doing wrong (of if somebody could send me a little code example?)
Thank you very much in advance
Philipp

boring7fordy7
05-20-2003, 06:45 AM
it cant compute a MxM Matrix
the Equation is:

A(m,n) = U(m,n) * D(n,n) * V(n,n)

Phipi
05-24-2003, 09:20 AM
No, sorry, I only know the formula for the general SVD composition which is:

transpose(U(m,m))A(m,n)V(n,n) = D(m,n) where all elements in D(i,j) with i>n, 0<j<=n are zero..... (and both, U and V are orthogonal)

Can anybody give a few more hints? Thank you very much!
Philipp