• R语言
  • svd(奇异值分解)的帮助文档里有一段不明白。应该怎么理解?

函数这样用的: svd(x, nu = min(n, p), nv = min(n, p), LINPACK = FALSE)

nu和nv分别代表:

nu: the number of left singular vectors to be computed. This

must between '0' and 'n = nrow(x)'.

nv: the number of right singular vectors to be computed. This

must be between '0' and 'p = ncol(x)'.

不明白的是下面的说明:

Computing the singular vectors is the slow part for large

matrices. The computation will be more efficient if 'nu <= min(n,

p)' and 'nv <= min(n, p)', and even more efficient if one or both

are zero.

为什么nu <= min(n,p)' and 'nv <= min(n, p)'以及one or both are zero的时候效率更高?

如果nu=0代表什么?怎么理解:the number of (left) singular vectors to be computed.

回复 第1楼 的 sillymoon:建议看看数值分析对应的矩阵分解内容,那里面应该可以解决你的问题。不过对矩阵理论要求蛮高.

回复 第2楼 的 superdesolator:

好的,谢谢。貌似不容易啊