Singular value decomposition apparatus and singular value decomposition method and singular value decomposition program

摘要

PROBLEM TO BE SOLVED: To enable the additional arrangement of weighted singular value decomposition.;SOLUTION: A data acquisition unit 100 acquires the result of singular value decomposition of a data matrix A, representing a series of physical measurements obtained by sensors; a series of answers obtained by a questionnaire, or the like; and additional data (a), that is added to the data matrix A that serves as a new subject of calculation of singular value decomposition. A weight creating unit 101 creates weight coefficients for the result of singular value decomposition of the data matrix A and for the additional data (a). A weighting unit 102 weights the result of singular value decomposition of the data matrix A and the additional data (a), by using the corresponding weight coefficients. An additional singular value decompositing unit 103 performs additional singular value decomposition by using the result of singular value decomposition of the data matrix A and the additional data (a) weighted, and thereby calculating the singular value decomposition of a data matrix A', which comprises the data matrix A with the data (a) added.;COPYRIGHT: (C)2010,JPO&INPIT