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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