hi,
I just want to know if there is a difference between theses two methods.Because I'm working on svd and when I made some simulations with them , I've found that svd and covariance give the same results.can you explain that?

thank you

aguy

Try read
http://www.nps.navy.mil/faculty/fargues/teaching/ec4440/ec4440-IV.pdf#search='covariance%20method%20SVD'

where covariance via SVD is described for ill condition matrices.


Evgeny. Haifa.