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Re: [Help-gsl] Compute null space of a matrix using SVD
From: |
Brian Gough |
Subject: |
Re: [Help-gsl] Compute null space of a matrix using SVD |
Date: |
Fri, 27 Mar 2009 12:57:31 +0000 |
User-agent: |
Wanderlust/2.14.0 (Africa) Emacs/22.2 Mule/5.0 (SAKAKI) |
At Sat, 21 Mar 2009 18:10:07 +0100,
Christophe Dehais wrote:
>
> I'm trying to compute the null space of a matrix A with M < N, using
> the residual singular vectors of the SVD decomposition of A.
> However, as the SVD code doesn't allow M < N, I have to work on A tanspose.
> I could use the fact that if A' = U.S.V' then A = V.S.U' and return
> the last vectors of U, but U is actually truncated because we compute
> a thin SVD,
> so some (or all in case M is full rank) vectors of M's null space are lost.
>
> I'm guessing that either the SVD code should support the case M < N or
> there should be an option to compute the full SVD decomposition.
I agree that it would be good to add support for M<N to the SVD. Any
help appreciated. I believe it's possible to also get the null space
from a QR decomposition.
--
Brian Gough
(GSL Maintainer)
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