单边jacobi的奇异值分解matlab伪代码
时间: 2023-09-03 15:11:56 浏览: 103
奇异值分解代码
以下是单边Jacobi奇异值分解的MATLAB伪代码:
```
function [U,S,V] = jacobi_svd(A)
% A: m x n matrix
% U: m x r matrix (orthogonal columns)
% S: r x r diagonal matrix (singular values)
% V: n x r matrix (orthogonal columns)
[m,n] = size(A);
U = eye(m);
V = eye(n);
eps = 1e-10; % convergence threshold
max_iter = 1000; % maximum number of iterations
iter = 0;
converged = false;
while ~converged && iter < max_iter
converged = true;
for i = 1:n-1
for j = i+1:n
G = [A(:,i) A(:,j)];
[Q,R] = qr(G,0);
A(:,i) = Q(:,1);
A(:,j) = Q(:,2);
V(:,i) = V(:,i)*R(1,1) + V(:,j)*R(1,2);
V(:,j) = V(:,i)*R(2,1) + V(:,j)*R(2,2);
if abs(A(m,i)) > eps || abs(A(m,j)) > eps
converged = false;
end
end
end
iter = iter + 1;
end
S = diag(A(1:n,1:n));
U = A(:,1:n);
```
该代码以A作为输入,返回U、S和V,这些矩阵是奇异值分解A的结果。其中U和V是正交矩阵,S是对角矩阵,对角线上的元素是奇异值。该算法使用Jacobi迭代来计算奇异值和奇异向量。
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