资源简介
Lansvd奇异值分解,先对矩阵进行Lanczos分解,得到双对角矩阵,再进行奇异值分解。
代码片段和文件信息
function [USVbndj] = lansvd(varargin)
%LANSVD Compute a few singular values and singular vectors.
% LANSVD computes singular triplets (uvsigma) such that
% A*u = sigma*v and A‘*v = sigma*u. Only a few singular values
% and singular vectors are computed using the Lanczos
% bidiagonalization algorithm with partial reorthogonalization (BPRO).
%
% S = LANSVD(A)
% S = LANSVD(‘Afun‘‘Atransfun‘MN)
%
% The first input argument is either a matrix or a
% string containing the name of an M-file which applies a linear
% operator to the columns of a given matrix. In the latter case
% the second input must be the name of an M-file which applies the
% transpose of the same operator to the columns of a given matrix
% and the third and fourth a
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