rank_k_approximation.m

   1 function Ak = rank_k_approximation(A,k)
   2   %
   3   % Compute the rank-k approximation to A from the ``k`` largest
   4   % singular values of A.
   5   %
   6   % INPUT:
   7   %
   8   %   - ``A`` -- The matrix to approximate.
   9   %
  10   %   - ``k`` -- The rank of the resulting matrix; i.e. the number
  11   %              of (large) singular values to keep.
  12   %
  13   % OUTPUT:
  14   %
  15   %   - ``Ak`` -- The rank-k approximation to ``A``.
  16   %
  17   [U, S, V] = svds(A, k);
  18   Ak = U*S*V';
  19 end