MATLAB svd

The svd function calculates the SVD decomposition of any matrix.

Contents

  1. MATLAB svd
    1. Usage

Usage

To solve the problem Ax = b for any size matrix A, try: 

[U, S, V] = svd(A);
S_inv = diag(1./diag(S));
x = V * S_inv * U' * b;

This is effectively what pinv does.

The original A can be returned by U*S*V'.

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