[Numpy-discussion] Truncated Singular value decomposition
Konrad Hinsen
hinsen at cnrs-orleans.fr
Mon Jan 28 08:22:03 EST 2002
Nils Wagner <nwagner at mecha.uni-stuttgart.de> writes:
> V,S,WT = singular_value_decomposition(Z) ?
>
> I am interested in a low rank approximation of Z.
The singular values in S are sorted by decreasing order of magnitude,
so you just replace as many "small" ones by zero as you wish, and
multiply the three matrices back together.
Konrad.
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