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Re: [Bug-gsl] Definition of Singular Value Decomposition

From: Brian Gough
Subject: Re: [Bug-gsl] Definition of Singular Value Decomposition
Date: Fri, 05 Sep 2008 18:03:27 +0100
User-agent: Wanderlust/2.14.0 (Africa) Emacs/22.2 Mule/5.0 (SAKAKI)

At Wed, 3 Sep 2008 15:51:12 +0200,
Geelen Bert wrote:
> Shouldn't the dimensions of U and S instead be as follows:
> "A general rectangular M-by-N matrix A has a singular value
> decomposition (svd) into the product of an M-by-M orthogonal matrix U,
> an M-by-N diagonal matrix of singular values S and the transpose of an
> N-by-N orthogonal square matrix V"

Thanks for your email.  The routines compute the "thin" version of the
SVD as opposed to the "full" SVD.  I will add a note to the manual to
make that clearer.

Brian Gough

GNU Scientific Library -

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