02 September 2018 09:08:57 AM

SVD_TRUNCATED
  C version
  Demonstrate the use of the truncated or economy-size
  Singular Value Decomposition (SVD) for cases where
  the sizes of M and N are very different.

SVD_TRUNCATED_U_TEST
  M = 4
  N = 3

  A:

  Col:          0             1             2     
  Row

    0:        0.218418        0.415307        0.043829
    1:        0.956318        0.066119        0.633966
    2:        0.829509        0.257578        0.061727
    3:        0.561695        0.109957        0.449539

  UN:

  Col:          0             1             2     
  Row

    0:       -0.183175       -0.646219       -0.706139
    1:       -0.712493        0.427285       -0.029831
    2:       -0.507765       -0.582870        0.611171
    3:       -0.448303        0.245135       -0.356298

  SN:

  Col:          0             1             2     
  Row

    0:        1.586180        0.000000        0.000000
    1:        0.000000        0.488342        0.000000
    2:        0.000000        0.000000        0.276424

  V:

  Col:          0             1             2     
  Row

    0:       -0.879083       -0.160400        0.448871
    1:       -0.191193       -0.743962       -0.640286
    2:       -0.436645        0.648685       -0.623337

  Maximum error |A - U*S*V'| = 3.33067e-16

  Recomputed A = U * S * V':

  Col:          0             1             2     
  Row

    0:        0.218418        0.415307        0.043829
    1:        0.956318        0.066119        0.633966
    2:        0.829509        0.257578        0.061727
    3:        0.561695        0.109957        0.449539

SVD_TRUNCATED_V_TEST
  M = 3
  N = 4

  A:

  Col:          0             1             2             3     
  Row

    0:        0.218418        0.561695        0.257578        0.633966
    1:        0.956318        0.415307        0.109957        0.061727
    2:        0.829509        0.066119        0.043829        0.449539

  U:

  Col:          0             1             2     
  Row

    0:       -0.458728       -0.880639       -0.118507
    1:       -0.658087        0.426317       -0.620626
    2:       -0.597068        0.206710        0.775100

  SM:

  Col:          0             1             2     
  Row

    0:        1.494101        0.000000        0.000000
    1:        0.000000        0.681157        0.000000
    2:        0.000000        0.000000        0.366801

  VM:

  Col:          0             1             2     
  Row

    0:       -0.819763        0.567879        0.064213
    1:       -0.381802       -0.446198       -0.744454
    2:       -0.145029       -0.250892       -0.176649
    3:       -0.401476       -0.644573        0.640671

  Maximum error |A - U*S*V'| = 1.11022e-15

  Recomputed A = U * S * V':

  Col:          0             1             2             3     
  Row

    0:        0.218418        0.561695        0.257578        0.633966
    1:        0.956318        0.415307        0.109957        0.061727
    2:        0.829509        0.066119        0.043829        0.449539

SVD_TRUNCATED
  Normal end of execution.

02 September 2018 09:08:57 AM