[PYTHON MATRIX-SIG] Singular Values

Andrew P. Mullhaupt amullhau@ix.netcom.com
Wed, 04 Jun 1997 20:18:07 -0400

At 12:35 PM 6/4/97 +0200, Konrad Hinsen wrote:
>The convention with respect to SVD is to return U, S, W^T, because
>the product of these matrices is the original matrix. Matlab, for
>example, does the same.

This isn't really that much of a convention as a concession to
languages such as C and Fortran which do not easily do the transpose.

S, for example returns V, not V^T, as do some APL versions.

The U and V matrices are normally formed by accumulating elementary
orthogonal transformations, and it is just as easy to form the matrices
or their transposes.

Andrew Mullhaupt

MATRIX-SIG  - SIG on Matrix Math for Python

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