I don't quite get these formulations -- shouldn't Ak be in there somewhere? you have a new row of that (well, some piece of some new row of Ak), and need a new row of Uk. Or: surely the expression depends on V?
On Sun, Sep 16, 2012 at 5:33 PM, Ted Dunning <[email protected]> wrote: > And if you want the reduced rank representation of A, you have it already > with > > A_k = U_k S_k V_k' > > Assume that A is n x m in size. This means that U_k is n x k and V_k is m > x k > > The rank reduced projection of an n x 1 column vector is > > u_k = U_k U_k' u > > Beware that v_k is probably not sparse even if v is sparse. > > Similarly, the rank reduced projection of a 1 x m row vector is > > v_k = v V_k V_k' > > A similar sparsity warning applies to v_k. This is why it is usually > preferable to just work in the reduced space directly.
