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SINGULAR VALUE DECOMPOSING METHOD AND RELATED SINGULAR VALUE DECOMPOSING DEVICE

机译:奇异值分解方法及相关的奇异值分解装置

摘要

A method for performing a singular value decomposition (SVD) upon a matrix. The method includes the steps of: (a) simplifying the matrix to derive a simplified matrix; (b) performing an iterative matrix multiplication upon the simplified matrix to generate an iterated matrix; (c) extracting a vector of the iterated matrix according to an iteration number of the iterative matrix multiplication; (d) de-correlating the simplified matrix from the vector to update the simplified matrix; (e) repeating steps (b), (c), and (d) until a predetermined number of vectors have been derived; and (f) storing a first unitary matrix determined according to the predetermined number of vectors in the singular value decomposition.
机译:一种对矩阵执行奇异值分解(SVD)的方法。该方法包括以下步骤:(a)简化矩阵以得出简化矩阵; (b)对简化矩阵进行迭代矩阵乘法,以生成迭代矩阵; (c)根据迭代矩阵乘法的迭代次数提取迭代矩阵的矢量; (d)将简化矩阵与向量解相关以更新简化矩阵; (e)重复步骤(b),(c)和(d),直到得到预定数量的向量; (f)存储在奇异值分解中根据预定数量的向量确定的第一unit矩阵。

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