答案:矩阵的奇异值与奇异值分解
矩阵A的奇异值返回一个奇异值列向量s,用s=svd(A)表示。
矩阵A的奇异值分解,则返回一个与矩阵A大小相同的对角矩阵s和二个酉矩阵u,v,且满足A = u*s*v,若A为m×n阵,则u为m×m,v为n×n,奇异值在s主对角线上,且为非负降序排列。
(所谓酉矩阵是这样的矩阵,它的逆矩阵等于它的共轭转置矩阵。
help svd
SVD Singular value decomposition.
[U,S,V] = SVD(X) produces a diagonal matrix S, of the same
dimension as X and with nonnegative diagonal elements in
decreasing order, and unitary matrices U and V so that
X = U*S*V'.
X=magic(4);
[U,S,V] =svd(X)
U =
-0.5000 0.6708 0.5000 -0.2236
-0.5000 -0.2236 -0.5000 -0.6708
-0.5000 0.2236 -0.5000 0.6708
-0.5000 -0.6708 0.5000 0.2236
S =
34.0000 0 0 0
0 17.8885 0 0
0 0 4.4721 0
0 0 0 0.0000
V =
-0.5000 0.5000 0.6708 0.2236
-0.5000 -0.5000 -0.2236 0.6708
-0.5000 -0.5000 0.2236 -0.6708
-0.5000 0.5000 -0.6708 -0.2236
>> inv(U)-U'(基本为0)
ans =
1.0e-015 *
0.2220 0.2776 0.2220 0.1665
-0.1110 -0.2498 -0.2776 0.2220
0 0.1110 0.3331 -0.2220
0.0833 -0.2220 0 0.1110
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