You are viewing a plain text version of this content. The canonical link for it is here.
Posted to dev@commons.apache.org by Bruce A Johnson <jo...@umbc.edu> on 2010/03/26 19:16:47 UTC
Math Release 2.1 SVD
The 2.1 API docs for the Singular Value Decomposition say:
The size p depends on the chosen algorithm:
for full SVD, p is n,
for compact SVD, p is the rank r of the matrix (i. e. the number of
positive singular values),
for truncated SVD p is min(r, t) where t is user-specified.
but I don't see any method or constructor to specify whether to do the
full, compact or truncated SVD. Am I missing something, or is the code
missing something?
Bruce
---------------------------------------------------------------------
To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
For additional commands, e-mail: dev-help@commons.apache.org
Re: Math Release 2.1 SVD
Posted by Luc Maisonobe <Lu...@free.fr>.
Bruce A Johnson a écrit :
> The 2.1 API docs for the Singular Value Decomposition say:
>
> The size p depends on the chosen algorithm:
>
> for full SVD, p is n,
> for compact SVD, p is the rank r of the matrix (i. e. the number of
> positive singular values),
> for truncated SVD p is min(r, t) where t is user-specified.
>
>
> but I don't see any method or constructor to specify whether to do the
> full, compact or truncated SVD. Am I missing something, or is the code
> missing something?
The implementation has been completely rewritten recently, but it seems
some comments from an intermediate version remains.
The current version only computes full SVD.
Luc
>
> Bruce
>
>
>
> ---------------------------------------------------------------------
> To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
> For additional commands, e-mail: dev-help@commons.apache.org
>
>
---------------------------------------------------------------------
To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
For additional commands, e-mail: dev-help@commons.apache.org
Re: Math Release 2.1 SVD
Posted by Luc Maisonobe <Lu...@free.fr>.
Dimitri Pourbaix a écrit :
> Bruce,
>
>>
>> The 2.1 API docs for the Singular Value Decomposition say:
>>
>> The size p depends on the chosen algorithm:
>>
>> for full SVD, p is n,
>> for compact SVD, p is the rank r of the matrix (i. e. the number of
>> positive singular values),
>> for truncated SVD p is min(r, t) where t is user-specified.
>>
>>
>> but I don't see any method or constructor to specify whether to do the
>> full, compact or truncated SVD. Am I missing something, or is the code
>> missing something?
>
> The doc is not synchronized with the source, I apologize (but the
> javadoc should be). The code offers only one version which is none of
> the above! From the Java file:
>
> The Singular Value Decomposition of matrix A is a set of three
> matrices: U, Σ and V such that
> A = U × Σ × V<sup>T</sup>. Let A be a m × n
> matrix, then U is a m × p orthogonal matrix, Σ is a
> p × p diagonal matrix with positive or null elements, V is a
> p × n orthogonal matrix (hence V<sup>T</sup> is also orthogonal)
> where p=min(m,n).
This documentation bug is now fixed in subversion (changed javadoc of
the interface to match javadoc of the implementation).
Luc
>
> Dim.
> ----------------------------------------------------------------------------
>
> Dimitri Pourbaix *
> Institut d'Astronomie et d'Astrophysique * Don't worry, be happy
> CP 226, office 2.N4.211, building NO * and CARPE DIEM.
> Universite Libre de Bruxelles *
> Boulevard du Triomphe * Tel : +32-2-650.35.71
> B-1050 Bruxelles * Fax : +32-2-650.42.26
> http://sb9.astro.ulb.ac.be/~pourbaix * mailto:pourbaix@astro.ulb.ac.be
>
> ---------------------------------------------------------------------
> To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
> For additional commands, e-mail: dev-help@commons.apache.org
>
---------------------------------------------------------------------
To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
For additional commands, e-mail: dev-help@commons.apache.org
Re: Math Release 2.1 SVD
Posted by Dimitri Pourbaix <po...@astro.ulb.ac.be>.
Bruce,
>
> The 2.1 API docs for the Singular Value Decomposition say:
>
> The size p depends on the chosen algorithm:
>
> for full SVD, p is n,
> for compact SVD, p is the rank r of the matrix (i. e. the number of
> positive singular values),
> for truncated SVD p is min(r, t) where t is user-specified.
>
>
> but I don't see any method or constructor to specify whether to do the
> full, compact or truncated SVD. Am I missing something, or is the code
> missing something?
The doc is not synchronized with the source, I apologize (but the
javadoc should be). The code offers only one version which is none of
the above! From the Java file:
The Singular Value Decomposition of matrix A is a set of three
matrices: U, Σ and V such that
A = U × Σ × V<sup>T</sup>. Let A be a m × n
matrix, then U is a m × p orthogonal matrix, Σ is a
p × p diagonal matrix with positive or null elements, V is a
p × n orthogonal matrix (hence V<sup>T</sup> is also orthogonal)
where p=min(m,n).
Dim.
----------------------------------------------------------------------------
Dimitri Pourbaix *
Institut d'Astronomie et d'Astrophysique * Don't worry, be happy
CP 226, office 2.N4.211, building NO * and CARPE DIEM.
Universite Libre de Bruxelles *
Boulevard du Triomphe * Tel : +32-2-650.35.71
B-1050 Bruxelles * Fax : +32-2-650.42.26
http://sb9.astro.ulb.ac.be/~pourbaix * mailto:pourbaix@astro.ulb.ac.be
---------------------------------------------------------------------
To unsubscribe, e-mail: dev-unsubscribe@commons.apache.org
For additional commands, e-mail: dev-help@commons.apache.org