Opened 19 years ago
Closed 19 years ago
#870 closed defect (later)
psMatrixSVDSolve returns an Eigenvector decomposition, not a solution
| Reported by: | Owned by: | Paul Price | |
|---|---|---|---|
| Priority: | high | Milestone: | |
| Component: | math | Version: | 0.10.0 |
| Severity: | normal | Keywords: | |
| Cc: |
Description
The routine psMatrixSVDSolve would appear to be the equivalent of
psMatrixGJSolve to solve a system of linear equations, but it is
in fact an Eigensystem solver.
This routine should be renamed, and an SVD linear system solver
implemented (especially as solving least-squares problems by the
Normal equations is notoriously unstable, and an eigensystem
approach allows for proper diagnosis)
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The function was provided by Andy Becker, and I just stuck it in. To my
knowledge, we don't use it anywhere, but I envisioned using it in the future.
I'm glad someone has been looking at it.
I've renamed psMatrixSVDSolve to psMatrixSVD. I should probably have it return
an array of vectors instead of a matrix, but it will do for now.
As to an SVD solver, I'm sure there will be one eventually, but I don't know of
any demand for it yet. If we had one, would you use it?