Singular value decomposition: Difference between revisions
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│ 0.265687 _0.830077 0.466712│ │0.554592 _0.230425 0.799582│ |
│ 0.265687 _0.830077 0.466712│ │0.554592 _0.230425 0.799582│ |
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│ 0.499894 _0.0635067 _0.12233│ │0.665583 _0.453876 _0.592449│ |
│ 0.499894 _0.0635067 _0.12233│ │0.665583 _0.453876 _0.592449│ |
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│ 0.819701 0.353195 0.0165088│ │ │ |
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└──────────────────────────────┴────────────────────────┴─────────────────────────────┘</syntaxhighlight> |
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Note that Σ is just the diagonal here. If we wish it in matrix form we can multiply that diagonal by the corresponding identity matrix. For example: |
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<syntaxhighlight lang=J> ({.,(* =@i.@#)&.>@(1&{),{:) svd 2 3 5,7 11 13,17 19 23,:29 31 37 |
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┌──────────────────────────────┬────────────────────────┬─────────────────────────────┐ |
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│0.0872159 _0.426839 _0.875752│68.6864 0 0│0.499426 0.860756 _0.0983486│ |
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│ 0.265687 _0.830077 0.466712│ 0 2.90306 0│0.554592 _0.230425 0.799582│ |
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│ 0.499894 _0.0635067 _0.12233│ 0 0 0.868048│0.665583 _0.453876 _0.592449│ |
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│ 0.819701 0.353195 0.0165088│ │ │ |
│ 0.819701 0.353195 0.0165088│ │ │ |
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└──────────────────────────────┴────────────────────────┴─────────────────────────────┘</syntaxhighlight> |
└──────────────────────────────┴────────────────────────┴─────────────────────────────┘</syntaxhighlight> |