Name
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.
[U,S,V]=sva(A,k) 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.
[U,S,V]=sva(A,tol) 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))