gibson:teaching:fall-2014:iam961:svddemo
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gibson:teaching:fall-2014:iam961:svddemo [2014/09/25 12:28] gibson created |
gibson:teaching:fall-2014:iam961:svddemo [2014/09/25 12:30] (current) gibson |
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| + | ====== IAM 961 SVD demo ====== | ||
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| + | A numerical demo of how uniqueness works for the SVD of real-valued matrices, conducted in Matlab. | ||
| <code> | <code> | ||
| % Form "random" matrix A with known SVD: A = U1 S1 V1' | % Form "random" matrix A with known SVD: A = U1 S1 V1' | ||
| Line 6: | Line 9: | ||
| % unitary Q and upper-triangular R. The QR decomp of a matrix with | % unitary Q and upper-triangular R. The QR decomp of a matrix with | ||
| % normally distributed random elements with produce a unitary matrix | % normally distributed random elements with produce a unitary matrix | ||
| - | % with its orthogonal columns in a random orientation. | + | % with its orthogonal columns in an isotropically random orientation. |
| [U1,tmp] = qr(randn(5,5)); | [U1,tmp] = qr(randn(5,5)); | ||
gibson/teaching/fall-2014/iam961/svddemo.1411673324.txt.gz ยท Last modified: 2014/09/25 12:28 by gibson
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