# Questions tagged [svd]

Singular Value Decomposition (SVD) is a decomposition (factorization) of rectangular real or complex matrix into the product of a unitary rotation matrix, a diagonal scaling matrix, and a second unitary rotation matrix.

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### My Complex Matrix SVD is Correct according to rule A = USV' but Wrong according to Matlab or any linear algebra library

I am working on Singular Value Decomposition for complex matrices. I implemented One Sided Jacobi algorithm. It gives exactly the same result as the svd function in Matlab for the real matrices. ...
1 vote
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### Analytic formula for leading eigenvector of $uu^T + vv^T$?

Let $u$ and $v$ be nonzero column vectors of size $n$ and consider the $n \times n$ positive-definite matrix $A:=uu^T + vv^T$. In this post https://math.stackexchange.com/a/112201/168758, the ...
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### Whitening transformation does NOT return a unit covariance matrix

For this question, I am using the following Wiki definition of Matrix whitening: Suppose $X$ is a random (column) vector with non-singular covariance matrix $\Sigma$ and mean 0. Then the ...
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1 vote
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### Stability of SVD, Eigendecompositions, and pseudoinverse procedures in modern LAPACK routines

I have proposed an optimisation algorithm which I claim has improved upon the previous algorithm in a number of ways. One of these claims is that my proposed solution requires no explicit SVD and ...
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### Finding the $i$-th largest eigenvalue of a matrix

Given a large matrix $A$ with eigenvalues $\sigma_1\ge \sigma_2 \ge \dotsc$, I want to determine only a subset of these values, say $\sigma_5,\sigma_8$ and $\sigma_{19}$. Is there an algorithm that ...
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### Golub-Kahan-Lanczos Bidiagonalization Procedure implementation doesn't produce bidiagonal matrix

I'm trying to implement the aforementioned procedure using this website as a reference. At the end of the page the algorithm is described as follows: I think I've mapped the given algorithm to code ...
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### Choosing suitable polynomial degree based on information in advection stencil

I'm working on a finite volume advection scheme for unstructured meshes which uses a multidimensional polynomial weighted least squares fit for interpolating from cell centres onto faces. In 2D, the ...
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1 vote
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### Iterative Closest Point Algorithm

I am currently working on an iterative closest point algorithm (in C++, see here). I understand the basic premise of an ICP algorithm. You have two point clouds (a target and a reference) and you ...
474 views

### Obtaining column vectors of pseudo-inverse of a matrix

I need to compute the pseudo-inverse of a very large rectangular dense matrix without any special structure or properties. I run out of memory/computing power and have no access to a large parallel ...
1 vote
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### Compare reconstruction of matrices using SVD

I'm interested in how much 'signal' is retained from including k singular values in a Singular Value Decomposition, but I'm having trouble conceptualizing (or ...
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1 vote
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### On the fly/matrix free SVD of large sparse matrix

I am trying to apply SVD to large sparse matrices. I already compared the performances of Propack and irlba to those of the matlab svd and ...
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### SVD of large block-hankel matrix

I am trying to do SVD of a large block-hankel matrix for model order reduction (Low rank approximation). However, I quickly run into memory issues in forming the large Block-Hankel matrix and CPU ...
1 vote
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### Fast algorithms for computing only the generalized singular values (but not the vectors)

I am interested in computing only the generalized singular values, and was wondering if this was faster (and by how much?) than computing the full GSVD. In particular, I was wondering what the ...
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### Using Centroid decomposition instead of SVD

This paper says centroid decomposition (CD) is an approximation to singular value decomposition (SVD). First I do not understand CD yet, since code is available I just want to try it out how it works ...
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### Why is Matlab's SVD faster on skinny matrices than on fat matrices?

I noticed something odd today. I have a matrix X that is very skinny (20800 x 200), double precision real numbers, not sparse, ...
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### Incremental SVD implementation in MATLAB

Is there any library/toolbox which has implementation of incremental SVD in MATLAB. I have implemented this paper, it is fast but does not work well. I tried this but in this also error propagates ...
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