


brede_mat_svd - Singular value decomposition
[U,S,V] = brede_mat_svd(M, 'PropertyName', ...
'PropertyValue');
Input: M 'Mat' structure or numerical matrix
Property: Components [ {20} | positive integer ]
Output: U Singular vectors as 'mat' structure
S Singular values in a 'mat' structure
V Singular vectors as 'mat' structure
Perform singular value decomposition on a 'mat' structure.
svd(M.matrix) = U.matrix * S.matrix * V.matrix';
The rank of the returned matrix corresponds to the minimum of
the rank of M and the number set with the 'components'
property, though at least one.
Example:
M = rand(5,3)
[U,S,V] = brede_mat_svd(M)
See also BREDE, BREDE_MAT, BREDE_SVD_EST, BREDE_MAT_ICA,
BREDE_MAT_NMF, BREDE_MAT_PLOT_MDS.
$Id: brede_mat_svd.m,v 1.12 2008/04/16 21:38:02 fn Exp $