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Re: SVDC - singular values not in decreasing order? [message #82233 is a reply to message #82232]

Wed, 28 November 2012 11:12

Lajos Foldy
Messages: 176
Registered: December 2011

Senior Member

On Wednesday, November 28, 2012 7:58:51 PM UTC+1, AMS wrote:
> Hi all,
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>
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> I am interested in singular value decomposition in IDL, using the svdc routine.
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> I had been under the impression that the singular values in such an analysis were given in descending order (order of importance of the singular vectors); see e.g. http://alias-i.com/lingpipe/demos/tutorial/svd/read-me.html So, the first vector explains the largest portion of variance, the second the next, and so forth.
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> However, from my own analysis and also the example in the IDL help page (http://idlastro.gsfc.nasa.gov/idl_html_help/SVDC.html ), this is not the case (they are not in decreasing order). So, my questions are:
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> 1. Is this intentional?
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> 2. What does it mean? To find the 'n' most significant vectors, should I be taking the first 'n' returned by IDL, or the 'n' with the largest singular values?
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> Any advice would be appreciated!
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> Andrew

Use LA_SVD, it works as you expected.

regards,
Lajos

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[Message index]

		Re: SVDC - singular values not in decreasing order? By: Andy Sayer on Wed, 28 November 2012 14:11
		Re: SVDC - singular values not in decreasing order? By: Lajos Foldy on Wed, 28 November 2012 12:24
		Re: SVDC - singular values not in decreasing order? By: Andy Sayer on Wed, 28 November 2012 11:22
		Re: SVDC - singular values not in decreasing order? By: Lajos Foldy on Wed, 28 November 2012 11:12

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