Mercurial > hg > octave-nkf
view scripts/linear-algebra/orth.m @ 1022:d3790919922e
[project @ 1995-01-11 00:45:09 by jwe]
author | jwe |
---|---|
date | Wed, 11 Jan 1995 00:46:50 +0000 |
parents | 3470f1e25a79 |
children | 9fc405c8c06c |
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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@ci.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; elseif (nargin != 2) usage ("orth (A [, tol])"); endif rank = sum (s > tol); if (rank > 0) retval = -U (:, 1:rank); else retval = zeros (rows, 0); endif endfunction