資源簡介
Lansvd奇異值分解,先對矩陣進行Lanczos分解,得到雙對角矩陣,再進行奇異值分解。
代碼片段和文件信息
function?[USVbndj]?=?lansvd(varargin)
%LANSVD??Compute?a?few?singular?values?and?singular?vectors.
%???LANSVD?computes?singular?triplets?(uvsigma)?such?that
%???A*u?=?sigma*v?and??A‘*v?=?sigma*u.?Only?a?few?singular?values?
%???and?singular?vectors?are?computed??using?the?Lanczos?
%???bidiagonalization?algorithm?with?partial?reorthogonalization?(BPRO).?
%
%???S?=?LANSVD(A)?
%???S?=?LANSVD(‘Afun‘‘Atransfun‘MN)??
%
%???The?first?input?argument?is?either?a??matrix?or?a
%???string?containing?the?name?of?an?M-file?which?applies?a?linear
%???operator?to?the?columns?of?a?given?matrix.??In?the?latter?case
%???the?second?input?must?be?the?name?of?an?M-file?which?applies?the
%???transpose?of?the?same?operator?to?the?columns?of?a?given?matrix??
%???and?the?third?and?fourth?a
評論
共有 條評論