Re: [Numpy-discussion] Truncated Singular value decomposition

[Konrad H. <hi...@cn...>]

Nils Wagner <nw...@me...> writes:

> V,S,WT = singular_value_decomposition(Z) ?
> 
> I am interested in a low rank approximation of Z.

The singular values in S are sorted by decreasing order of magnitude,
so you just replace as many "small" ones by zero as you wish, and
multiply the three matrices back together.

Konrad.
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