Intel® oneAPI Math Kernel Library
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SVD examples: incomplete left singular vectors?

0rbital
Principiante
2.447 Visualizações

Dear Sir/Madam,

 

According to the example of the Singular Value Decomposition (SVD) functions, for instance dgesvd, the left singular vectors, U, should have the dimensions mxm (see snippet below).

The routine computes the singular value decomposition (SVD) of a real m-by-n matrix A, optionally computing the left and/or right singular vectors. The SVD is written as

A = U*SIGMA*VT

where SIGMA is an m-by-n matrix which is zero except for its min(m,n) diagonal elements, U is an m-by-m orthogonal matrix and VT (V transposed) is an n-by-n orthogonal matrix.

However, in the results snippet

 Left singular vectors (stored columnwise)
  -0.59   0.26   0.36   0.31   0.23
  -0.40   0.24  -0.22  -0.75  -0.36
  -0.03  -0.60  -0.45   0.23  -0.31
  -0.43   0.24  -0.69   0.33   0.16
  -0.47  -0.35   0.39   0.16  -0.52
   0.29   0.58  -0.02   0.38  -0.65

the matrix is only printed as mxn.

print_matrix( "Left singular vectors (stored columnwise)", m, n, u, ldu );

Shouldn't the line above be

print_matrix( "Left singular vectors (stored columnwise)", m, m, u, ldu );

 

Could you please update all SVD examples? Or in case I misunderstood, could you please explain to me why U is printed as mxn?

 

Kind regards

Etiquetas (2)
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1 Solução
Fengrui
Moderador
2.309 Visualizações

Good catch! U is mxm. We will correct it.

 

 

Ver solução na publicação original

1 Responder
Fengrui
Moderador
2.310 Visualizações

Good catch! U is mxm. We will correct it.

 

 

Responder