a puzzle about truncated SVD# Computation - 科学计算
r*y
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For a real matrix A, its condition number is cond(A) = x, suppose
x is a very large number.
Do SVD, let A = U*S*V'. If A is (m, n) matrix, U is (m, m) unitary
matrix, V is (n, n) unitary matrix, and S(m, n) diagonal matrix and
s11 >= s22 >= s33 ...
Truncated SVD means now let A1 = U(m, k) * S(k, k) * V(n, k)', where
k
Thanks in advance.
x is a very large number.
Do SVD, let A = U*S*V'. If A is (m, n) matrix, U is (m, m) unitary
matrix, V is (n, n) unitary matrix, and S(m, n) diagonal matrix and
s11 >= s22 >= s33 ...
Truncated SVD means now let A1 = U(m, k) * S(k, k) * V(n, k)', where
k
Thanks in advance.