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Published 20 hours ago • verified publisher icon vkostyukov

SVD should work fine with [m < n] matrices

Open vkostyukov opened this issue 11 years ago • 3 comments

We need to handle this.The current implementation expects to see [m >= n] input matrix.

vkostyukov avatar Sep 17 '13 17:09 vkostyukov

Could you give me some clues about SVD? What SVD is and where can I find it?

maseev avatar Dec 04 '13 11:12 maseev

This is very tricky issue. The current implemention is derived from JAMA. So, initial JAMA authors (MathWorks fellows and principal engineers) didn't implement such functionallity. Which means, that there are some pitfalls with it.

This is a long-term issue. So, I would suggest you to look at this issue: https://github.com/vkostyukov/la4j/issues/135. It should be easy to implement it. But we have to understand how to design it.

vkostyukov avatar Dec 04 '13 11:12 vkostyukov

I think we should implement SVD from scratch. This is a good paper to start with: http://www.cs.utexas.edu/users/inderjit/public_papers/HLA_SVD.pdf

SamoylovMD avatar Jul 03 '14 08:07 SamoylovMD