Nils Wagner <nwagner@mecha.uni-stuttgart.de> writes:

V,S,WT = singular_value_decomposition(Z) ?

I am interested in a low rank approximation of Z.

The singular values in S are sorted by decreasing order of magnitude, so you just replace as many "small" ones by zero as you wish, and multiply the three matrices back together. Konrad. -- ------------------------------------------------------------------------------- Konrad Hinsen | E-Mail: hinsen@cnrs-orleans.fr Centre de Biophysique Moleculaire (CNRS) | Tel.: +33-2.38.25.56.24 Rue Charles Sadron | Fax: +33-2.38.63.15.17 45071 Orleans Cedex 2 | Deutsch/Esperanto/English/ France | Nederlands/Francais -------------------------------------------------------------------------------