GSL support for SVD when M<N

Brian Gough bjg@network-theory.co.uk
Sun Feb 2 22:57:00 GMT 2003


Lopaka(Rob) Lee writes:
 > GSL currently does not support a singular value decomposition when M<N.
 > 
 > Any alternative, and GSL-supported, methods to find the entire solution 
 > space of a system where M<N?
 > 

The SVD of the transpose matrix will give the desired result 
A=U S V^T, A^T = V S U^T.

-- 
Brian Gough

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