14
[3,]3 11
which is what the SVD should do. I assume there is some rule about setting
the signs on eigenvectors for SVD, and would appreciate any help.
Philip Warner| __---_
Albatross Consulting
.
Philip Warner| __---_
Albatross Consulting Pty. Ltd. |/ - \
(A.B.N. 75 008 659 498) | /(@) __---_
Tel: (+61) 0500 83 82 81 | _ \
Fax: (+61) 03 5330 3172
At 01:17 AM 29/02/2004, Prof Brian Ripley wrote:
On Sun, 29 Feb 2004, Philip Warner wrote:
My understanding of SVD is that, for A an mxn matrix, m n:
A = UWV*
where W is square root diagonal eigenvalues of A*A extended with zero
valued rows, and U and V are the left right eigen