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Partial SVD

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Partial SVD

Postby shyamal » Tue Nov 11, 2008 7:52 am

Is there a function to get only k Singular values, k columns of U and V from a mxn matrix X (k<min(m,n))?
shyamal
 
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Re: Partial SVD

Postby shyamal » Thu Nov 13, 2008 5:15 am

Never mind, achieved the needed computation using the power method with deflation.
shyamal
 
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