function svd_truncated ( ) %*****************************************************************************80 % %% MAIN is the main program for SVD_TRUNCATED. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 19 March 2012 % % Author: % % John Burkardt % timestamp ( ); fprintf ( 1, '\n' ); fprintf ( 1, 'SVD_TRUNCATED:\n' ); fprintf ( 1, ' MATLAB version\n' ); fprintf ( 1, ' Demonstrate the use of the truncated or economy-size\n' ); fprintf ( 1, ' Singular Value Decomposition (SVD) for cases where\n' ); fprintf ( 1, ' the sizes of M and N are very different.\n' ); m = 4; n = 3; svd_truncated_u_test ( m, n ); m = 3; n = 4; svd_truncated_v_test ( m, n ); % % Terminate. % fprintf ( 1, '\n' ); fprintf ( 1, 'SVD_TRUNCATED:\n' ); fprintf ( 1, ' Normal end of execution.\n' ); fprintf ( 1, '\n' ); timestamp ( ); return end function svd_truncated_u_test ( m, n ) %*****************************************************************************80 % %% SVD_TRUNCATED_U_TEST tests SVD_TRUNCATED_U. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 19 March 2012 % % Author: % % John Burkardt % fprintf ( 1, '\n' ); fprintf ( 1, 'SVD_TRUNCATED_U_TEST\n' ); fprintf ( 1, ' M = %d\n', m ); fprintf ( 1, ' N = %d\n', n ); a_save = rand ( m, n ); r8mat_print ( m, n, a_save, ' A:' ); a(1:m,1:n) = a_save(1:m,1:n); [ un, sn, v ] = svd ( a, 'econ' ); % % Check the factorization by computing A = U * S * V' % a = un * sn * v'; err = max ( max ( abs ( a(1:m,1:n) - a_save(1:m,1:n) ) ) ); fprintf ( 1, '\n' ); fprintf ( 1, ' Maximum error |A - U*S*V''| = %g\n', err ); r8mat_print ( m, n, a, ' Recomputed A = U * S * V'':' ); return end function svd_truncated_v_test ( m, n ) %*****************************************************************************80 % %% SVD_TRUNCATED_V_TEST tests SVD_TRUNCATED_V. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 19 March 2012 % % Author: % % John Burkardt % fprintf ( 1, '\n' ); fprintf ( 1, 'SVD_TRUNCATED_V_TEST\n' ); fprintf ( 1, ' M = %d\n', m ); fprintf ( 1, ' N = %d\n', n ); a_save = rand ( m, n ); r8mat_print ( m, n, a_save, ' A:' ); a(1:m,1:n) = a_save(1:m,1:n); [ u, sm, vm ] = svd ( a, 'econ' ); % % Check the factorization by computing A = U * S * V' % a = u * sm * vm'; err = max ( max ( abs ( a(1:m,1:n) - a_save(1:m,1:n) ) ) ); fprintf ( 1, '\n' ); fprintf ( 1, ' Maximum error |A - U*S*V''| = %g\n', err ); r8mat_print ( m, n, a, ' Recomputed A = U * S * V'':' ) return end function r8mat_print ( m, n, a, title ) %*****************************************************************************80 % %% R8MAT_PRINT prints an R8MAT. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 06 September 2004 % % Author: % % John Burkardt % % Parameters: % % Input, integer M, the number of rows in A. % % Input, integer N, the number of columns in A. % % Input, real A(M,N), the matrix. % % Input, string TITLE, a title. % r8mat_print_some ( m, n, a, 1, 1, m, n, title ); return end function r8mat_print_some ( m, n, a, ilo, jlo, ihi, jhi, title ) %*****************************************************************************80 % %% R8MAT_PRINT_SOME prints out a portion of an R8MAT. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 08 February 2010 % % Author: % % John Burkardt % % Parameters: % % Input, integer M, N, the number of rows and columns of the matrix. % % Input, real A(M,N), an M by N matrix to be printed. % % Input, integer ILO, JLO, the first row and column to print. % % Input, integer IHI, JHI, the last row and column to print. % % Input, string TITLE, a title. % incx = 5; fprintf ( 1, '\n' ); fprintf ( 1, '%s\n', title ); if ( m <= 0 || n <= 0 ) fprintf ( 1, '\n' ); fprintf ( 1, ' (None)\n' ); return end for j2lo = max ( jlo, 1 ): incx : min ( jhi, n ) j2hi = j2lo + incx - 1; j2hi = min ( j2hi, n ); j2hi = min ( j2hi, jhi ); fprintf ( 1, '\n' ); fprintf ( 1, ' Col: ' ); for j = j2lo : j2hi fprintf ( 1, '%7d ', j ); end fprintf ( 1, '\n' ); fprintf ( 1, ' Row\n' ); i2lo = max ( ilo, 1 ); i2hi = min ( ihi, m ); for i = i2lo : i2hi fprintf ( 1, '%7d :', i ); for j = j2lo : j2hi fprintf ( 1, '%12g ', a(i,j) ); end fprintf ( 1, '\n' ); end end return end function timestamp ( ) %*****************************************************************************80 % %% TIMESTAMP prints the current YMDHMS date as a timestamp. % % Licensing: % % This code is distributed under the GNU LGPL license. % % Modified: % % 14 February 2003 % % Author: % % John Burkardt % t = now; c = datevec ( t ); s = datestr ( c, 0 ); fprintf ( 1, '%s\n', s ); return end