non-sorting SVD
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From: Duccio Testa on 23 May 2007 11:18 i need to have the singular values diag(S) as in X=U*S*V' in a non-sorted order: is there a modified svd-like function that does this? thanks for your help duccio testa
From: Titus on 23 May 2007 11:30 Hi, the usual svd does not nessessarily "order" the singular values, although they often are. But whats wrong with that? Titus "Duccio Testa" <duccio.testa(a)epfl.ch> schrieb im Newsbeitrag news:ef57d97.-1(a)webcrossing.raydaftYaTP... >i need to have the singular values diag(S) as in X=U*S*V' in a > non-sorted order: is there a modified svd-like function that does > this? > thanks for your help > duccio testa
From: Roger Stafford on 23 May 2007 15:00 In article <f31mm5$bcb$1(a)fred.mathworks.com>, "Titus" <titus.edelhofer(a)mathworks.de> wrote: > Hi, > the usual svd does not nessessarily "order" the singular > values, although they often are. But whats wrong with that? > > Titus -------------------- Hmm! Are you sure you're not thinking of the 'eig' function, Titus? According to TMW's website, "[U,S,V] = svd(X) produces a diagonal matrix S of the same dimension as X, with nonnegative diagonal elements in decreasing order, and .....". I and many other matlab users have been counting on this to be true for a long time now. Roger Stafford
From: Titus on 24 May 2007 05:38 "Roger Stafford" <ellieandrogerxyzzy(a)mindspring.com.invalid> schrieb im Newsbeitrag news:ellieandrogerxyzzy-2305071200280001(a)dialup-4.232.0.21.dial1.losangeles1.level3.net... > In article <f31mm5$bcb$1(a)fred.mathworks.com>, "Titus" > <titus.edelhofer(a)mathworks.de> wrote: > >> Hi, >> the usual svd does not nessessarily "order" the singular >> values, although they often are. But whats wrong with that? >> >> Titus > -------------------- > Hmm! Are you sure you're not thinking of the 'eig' function, Titus? > According to TMW's website, "[U,S,V] = svd(X) produces a diagonal matrix S > of the same dimension as X, with nonnegative diagonal elements in > decreasing order, and .....". I and many other matlab users have been > counting on this to be true for a long time now. > > Roger Stafford Oops, thanks Roger for pointing this out! This is indeed what I mixed it up with, because the question of eigenvalues being sorted comes up quite often... Yes, you can rely on the singular values being sorted. I should have gone home earlier yesterday ;-) But my question is still somewhat right: what is wrong with them being sorted? What other order do you want to have them? Titus
From: duccio testa on 24 May 2007 05:47
one example: 1000 frequency points, 11 probes: i have therefore 11 elements in diag(S) that svd.m sorts out for me in descending order, which is very useful if you want to find principal components to regularise a fit. however, i need to know the position of these 11 elements in diag(S) before sorting, because i need to associate these 11 (non-sorted) eigenvectors to equivalent Fourier harmonics, and which specific ones are dominant is what i must determine before further calculations. thanks for your help, duccio testa Titus wrote: > > > > "Roger Stafford" <ellieandrogerxyzzy(a)mindspring.com.invalid> > schrieb im > Newsbeitrag > news:ellieandrogerxyzzy-2305071200280001(a)dialup-4.232.0.21.dial1.los > angeles1.level3.net... >> In article <f31mm5$bcb$1(a)fred.mathworks.com>, "Titus" >> <titus.edelhofer(a)mathworks.de> wrote: >> >>> Hi, >>> the usual svd does not nessessarily "order" the singular >>> values, although they often are. But whats wrong with that? >>> >>> Titus >> -------------------- >> Hmm! Are you sure you're not thinking of the 'eig' function, > Titus? >> According to TMW's website, "[U,S,V] = svd(X) produces a diagonal > matrix S >> of the same dimension as X, with nonnegative diagonal elements in >> decreasing order, and .....". I and many other matlab users have > been >> counting on this to be true for a long time now. >> >> Roger Stafford > > Oops, thanks Roger for pointing this out! This is indeed what I > mixed it up > with, > because the question of eigenvalues being sorted comes up quite > often... > Yes, you can rely on the singular values being sorted. > > I should have gone home earlier yesterday ;-) > > But my question is still somewhat right: what is wrong with them > being > sorted? > What other order do you want to have them? > > Titus > > > |