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SVD: The solution of Ax=b

时间:2014-03-27 07:33:38      阅读:483      评论:0      收藏:0      [点我收藏+]

The solution of Ax=b

Mldivide is a matlab function, which is also denoted as"\". It solve systems of linear equations Ax = B for x. The method is called left divide.

bubuko.com,布布扣, The A-1 is on the left of b, this is the reason called left divide. But the A-1 exists only when A is a square matrix. When A is not a square matrix, we must apply SVD method to solve this equation. This is how "\" works in matlab.

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[m,n] = size(U); U is a column orthogonal matrix

[n,n] = size(s); S is a diagonal matrix

[n,n] = size(V); V is an orthogonal matrix

 

U is a column orthogonal matrix, which means the multiplication of the same column is 1, while the multiplication of different columns is, just likes the following equation:

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E is the unit matrix, whose size is n-by-n.

So, we can deduct:

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S is a diagonal matrix, so S-1 is diagonal as well. Each diagonal element of S-1 is the multiplicative inverse number of the corresponding diagonal element of S.

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E is the unit matrix, whose size is n-by-n.

So, we can continue deduct:

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The size of UTb is n-by-1. We have to stick to the right order of computing.

V is an orthogonal matrix, so

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We can get:

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VS-1 can be calculated first, since both of them are square matrixs.

The solution of bubuko.com,布布扣 is bubuko.com,布布扣.

SVD: The solution of Ax=b,布布扣,bubuko.com

SVD: The solution of Ax=b

原文:http://www.cnblogs.com/chaseskyline/p/3626239.html

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