Singular Value Decomposition.

Singular Value Decomposition. - Messages

#1 Posted: 6/22/2020 2:14:35 AM
Alvaro

Alvaro

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Hi. Very short code. Singular Value Decomposition using QR decomposition.

svd.sm (59.92 KiB) downloaded 1216 time(s).
svd.pdf (142.85 KiB) downloaded 760 time(s).

Best regards.
Alvaro.
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frapuano 6/22/2020 4:16:00 AM, sergio 6/22/2020 5:00:00 AM
#2 Posted: 6/25/2020 1:26:33 AM
Alvaro

Alvaro

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Singular Value Decomposition based on Numerical Recipes book. Faster and robust.

svd_nr.pdf (122.43 KiB) downloaded 653 time(s).
svd_nr.sm (95.26 KiB) downloaded 1158 time(s).

Best regards.
Alvaro.

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frapuano 6/25/2020 1:37:00 AM
#3 Posted: 6/25/2020 10:44:47 AM
Jean Giraud

Jean Giraud

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Wrote

Singular Value Decomposition based on Numerical Recipes book. Faster and robust.


Thanks Alvaro ... OK all red SS 6179
I have no applications for the rectangular matrix.
Ultimately, all that stuff aims at solving singular square matrix,
2 examples Chemical Balance all done well.
Smath SVD can be used as well to sanity Greville.
Both documents take no time calculation.

Maths Pseudo Greville.sm (87.79 KiB) downloaded 1202 time(s).
Maths SVD.sm (228.82 KiB) downloaded 1230 time(s).

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Alvaro 6/25/2020 11:01:00 PM
#4 Posted: 6/26/2020 11:11:10 AM
Jean Giraud

Jean Giraud

983 likes in 6,866 posts.

Group: User

Wrote

Singular Value Decomposition based on Numerical Recipes book. Faster and robust.


Complete sanity vs Smath built-in SVD ... hyper fast.
Thanks Alvaro for sharing your great programming skill.

Maths svd.nr.sm (94.98 KiB) downloaded 1248 time(s).
#5 Posted: 7/11/2020 12:16:47 AM
Alvaro

Alvaro

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Pseudo inverse, but not based in the previous SVD.

pinv.sm (91.35 KiB) downloaded 1150 time(s).
pinv.pdf (168.98 KiB) downloaded 643 time(s).

Best regards.
Alvaro.



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frapuano 7/11/2020 5:45:00 AM
#6 Posted: 7/11/2020 12:52:03 AM
Alvaro

Alvaro

1,123 likes in 1,795 posts.

Group: User

Pseudo inverse, based in the previous (improved) SVD.

pinv_svd.sm (161.03 KiB) downloaded 1180 time(s).
pinv_svd.pdf (153.64 KiB) downloaded 687 time(s).

Best regards.
Alvaro.
1 users liked this post
frapuano 7/11/2020 5:45:00 AM
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