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Re: [Bug-gsl] Definition of Singular Value Decomposition
From: |
Brian Gough |
Subject: |
Re: [Bug-gsl] Definition of Singular Value Decomposition |
Date: |
Fri, 05 Sep 2008 18:03:27 +0100 |
User-agent: |
Wanderlust/2.14.0 (Africa) Emacs/22.2 Mule/5.0 (SAKAKI) |
At Wed, 3 Sep 2008 15:51:12 +0200,
Geelen Bert wrote:
> Shouldn't the dimensions of U and S instead be as follows:
> "A general rectangular M-by-N matrix A has a singular value
> decomposition (svd) into the product of an M-by-M orthogonal matrix U,
> an M-by-N diagonal matrix of singular values S and the transpose of an
> N-by-N orthogonal square matrix V"
Thanks for your email. The routines compute the "thin" version of the
SVD as opposed to the "full" SVD. I will add a note to the manual to
make that clearer.
--
Brian Gough
GNU Scientific Library -
http://www.gnu.org/software/gsl/