Difference between revisions of "Manuals/calci/SVF"
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*The right-singular vectors of M are a set of orthonormal eigenvectors of <math>M^*M</math>. | *The right-singular vectors of M are a set of orthonormal eigenvectors of <math>M^*M</math>. | ||
*The non-zero singular values of M (found on the diagonal entries of Σ) are the square roots of the non-zero eigenvalues of both <math>M^*M</math> and <math>MM^*</math>. | *The non-zero singular values of M (found on the diagonal entries of Σ) are the square roots of the non-zero eigenvalues of both <math>M^*M</math> and <math>MM^*</math>. | ||
| + | |||
| + | ==Examples== | ||
| + | |||
| + | ==See Also== | ||
| + | *[[Manuals/calci/LUDECOMPOSITION | LUDECOMPOSITION ]] | ||
| + | *[[Manuals/calci/CHOLESKYFACTORIZATION | CHOLESKYFACTORIZATION ]] | ||
| + | *[[Manuals/calci/QRDECOMPOSITION | QRDECOMPOSITION ]] | ||
| + | |||
| + | ==References== | ||
| + | *[https://en.wikipedia.org/wiki/Singular_value_decomposition Decomposition] | ||
| + | |||
| + | |||
| + | *[[Z_API_Functions | List of Main Z Functions]] | ||
| + | |||
| + | *[[ Z3 | Z3 home ]] | ||
Revision as of 16:30, 26 July 2017
SVF (Matrix)
- Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle Matrix} is any set of values.
Description
- This function shows the Singular value of a given matrix in descending order.
- In Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle SVF(Matrix)} , Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle Matrix} is any matrix with array of values.
- Singular value decomposition is defined by the factorization of a real or complex matrix.
- It is the generalization of the Eigen decomposition of a symmetric matrix with positive eigen values to any mxn matrix through an extension of the polar decomposition.
- Singular value decomposition is of the form Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle U \Sigma V} where Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle U} is any square real or complex Unitary matrix of order Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle mxm} .
- Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \Sigma } is a mxn rectangular diagonal matrix with non negative real numbers.
- V is also any square real or complex Unitary matrix of order nxn.
- The columns of U and V are called left Singular and right Singular vectors of the matrix.
- To find Singular Value Decomposition we have to follow the below rules:
*The left-singular vectors of the matrix M are a set of orthonormal eigenvectors of MM∗.
*The right-singular vectors of M are a set of orthonormal eigenvectors of Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle M^*M}
.
*The non-zero singular values of M (found on the diagonal entries of Σ) are the square roots of the non-zero eigenvalues of both Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle M^*M}
and Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle MM^*}
.
Examples
See Also
References