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Results tagged with numerics
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user 28666
Also known as Numerical Analysis, Numerics aims to provide methods and algorithms for numerical computations.
24
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Accepted
What fast algorithms exist for computing truncated SVD?
Very broadly speaking, there are two approaches to compute eigenvalue or singular value decompositions. One approach is to diagonalize the matrix and this essentially yields the whole eigenvalue / sin …
- 107k
11
votes
Weird correlations in the SVD results of random data; do they have a mathematical explanatio...
This answer presents a replication of @whuber's results in Matlab, and also a direct demonstration that the correlations are an "artifact" of how the SVD implementation chooses sign for components.
G …
- 107k