Mercurial > hg > octave-nkf
view scripts/linear-algebra/orth.m @ 772:05cd8c8b13b3
[project @ 1994-10-05 22:10:27 by jwe]
author | jwe |
---|---|
date | Wed, 05 Oct 1994 22:12:21 +0000 |
parents | e6ae50d8d4eb |
children | 4fcd2e68dd3b |
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function retval = orth (A, tol) # usage: orth (A, tol) # orth (A) # # Returns an orthonormal basis of the range of A. # # The dimension of the range space is taken as the number of singular # values of A greater than tol; the default for tol is # max (size (A)) * sigma_max (A) * eps, where sigma_max (A) is the # maximal singular value of A. # written by KH (Kurt.Hornik@neuro.tuwien.ac.at) on Dec 24, 1993 # copyright Dept of Probability Theory and Statistics TU Wien [U, S, V] = svd (A); [rows, cols] = size (A); s = diag (S); if (nargin == 1) tol = max (size (A)) * s (1) * eps; else if (nargin != 2) error ("usage: orth (A [, tol])"); endif rank = sum (s > tol); if (rank > 0) retval = -U (:, 1:rank); else retval = zeros (rows, 0); endif endfunction