X-Git-Url: http://gitweb.michael.orlitzky.com/?p=octave.git;a=blobdiff_plain;f=rank_k_approximation.m;fp=rank_k_approximation.m;h=ff42f589c7a33e0eb09f1422ea43f10317b7d46a;hp=0000000000000000000000000000000000000000;hb=79deafc20bc4cb3704f7f2cfcf845ed09d31eee3;hpb=6208d54caedc1bab6bb794a8ad3dd8e72c28d342

diff --git a/rank_k_approximation.m b/rank_k_approximation.m
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+function Ak = rank_k_approximation(A,k)
+  %
+  % Compute the rank-k approximation to A from the ``k`` largest
+  % singular values of A.
+  %
+  % INPUT:
+  %
+  %   - ``A`` -- The matrix to approximate.
+  %
+  %   - ``k`` -- The rank of the resulting matrix; i.e. the number
+  %              of (large) singular values to keep.
+  %
+  % OUTPUT:
+  %
+  %   - ``Ak`` -- The rank-k approximation to ``A``.
+  %
+  [U, S, V] = svds(A, k);
+  Ak = U*S*V';
+end