SVD Matrix question


c-r-a-z-y
12-08-2005, 04:37 AM
Hi,

I read some paper about the singular value decomposition and decided to check out the numerical recipes implementation. The matrix A is decomposed in 3 matrices:

A = U * S * W^T
(n x m) (m x m) (n x m) (n x n)

The matrix is a squared matrix containing m*m elements. The implented matrix in numerical recipes only has (m x n). Are there some elements missing?

shade
04-04-2006, 03:14 PM
A = U * S * W^T
(m x n) (m x n) (n x n) (n x n)
that's how it should be ;) (and how the NR seems to be implemented...)