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Singular Value Decomposition

The algorithms based on normal equations and QR decomposition only work for fully-ranked input matrices (i.e. rank() = n). If is rank-deficient, that there are infinite number of solutions to the least squares problems and we can use algorithms based on SVD's. In particular, if is a least square minimizer to the input system, than is also a minimizer, where belongs to the kernel of .

Given the SVD: , the minimal solution corresponds to:

In practice, computation of SVD can take about operations.



Dinesh Manocha
Tue Feb 3 23:49:47 EST 1998