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Re: GSL support for SVD when M<N
- From: Brian Gough <bjg at network-theory dot co dot uk>
- To: "Lopaka(Rob) Lee" <rlee at fpcc dot net>
- Cc: gsl-discuss at sources dot redhat dot com
- Date: Sun, 2 Feb 2003 22:54:48 +0000
- Subject: Re: GSL support for SVD when M<N
- References: <Pine.LNX.4.44.0301270959520.12515-100000@aberdeen.fpcc.net>
Lopaka(Rob) Lee writes:
> GSL currently does not support a singular value decomposition when M<N.
>
> Any alternative, and GSL-supported, methods to find the entire solution
> space of a system where M<N?
>
The SVD of the transpose matrix will give the desired result
A=U S V^T, A^T = V S U^T.
--
Brian Gough
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