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Hello,
I want to do SVD to an array but because is it really big I want to make it in sparse format and to use singular.sparseSDV method instead of singular.fullSDV . But I dont know in what format the sparse array should be.
Could you help me out?
Thank you!
Mikio Braun
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Jan 14, 2016, 11:54:19 AM1/14/16
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Hi!
The SparseSVD does not mean that it is "sparse" (vs "dense"), but
instead it is related to the case where the matrix is more rectangular
than square. In that case, if you say X = USV', you can slim down S
and U and V are also rectangular and not square, by removing singular
values which are zero anyway.