sva - singular value approximation

Calling Sequence

[U,s,V]=sva(A,k)

[U,s,V]=sva(A,tol)

Parameters

• A : real or complex matrix
• k : integer
• tol : nonnegative real number

Description

Singular value approximation.

with k an integer >=1, returns U,S and V such that B=U*S*V' is the best L2 approximation of A with rank(B)=k.

with tol a real number, returns U,S and V such that B=U*S*V' such that L2-norm of A-B is at most tol.

Examples

A=rand(5,4)*rand(4,5);
[U,s,V]=sva(A,2);
B=U*s*V';
svd(A)
svd(B)
clean(svd(A-B))
 

See Also

svd