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[Octave-bug-tracker] [bug #44061] U and V result matrices from svds are
From: |
Rik |
Subject: |
[Octave-bug-tracker] [bug #44061] U and V result matrices from svds are not othogonal |
Date: |
Tue, 27 Jan 2015 21:34:59 +0000 |
User-agent: |
Mozilla/4.0 (compatible; MSIE 8.0; Windows NT 6.1) |
Follow-up Comment #3, bug #44061 (project octave):
This may be related to interpretation, and maybe something Octave should be
doing better. If you read the documentation for svds in Octave it does not
say that U or V will be orthonormal matrices such that
U*U' = 1
V*V' = 1.
The only thing it states is that
A_approx = U*S*V'
And this does in fact work with the example:
full (A)
ans =
-1 -1 0 0
-1 1 0 0
1 -1 0 0
1 1 0 0
[U, S, V] = svds (A)
U*S*V' - A
ans =
0 0 0 0
0 0 0 0
0 0 0 0
0 0 0 0
Can someone with access to Matlab run the example matrix? According to their
documentation they are supposed to output orthonormal U and V matrices.
This doesn't appear to be a problem with this particular matrix. I tried svds
on several matrices created with rand() and U and V are never orthonormal.
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