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*Subject*: Re: svd experts?*From*: Dennis Boccippio <djboccip(at)hotmail.com>*Date*: Wed, 27 Jun 2001 01:32:31 -0500*Newsgroups*: comp.lang.idl-pvwave*Organization*: BELLSOUTH.net & WebUseNet Corp - "ReInventing the UseNet"*References*: <V68_6.2448$nx3.1001188453@den-news1.rmi.net>*User-Agent*: MT-NewsWatcher/3.1 (PPC)*Xref*: news.doit.wisc.edu comp.lang.idl-pvwave:25444

Not an SVD expert, but a while back I came across the following info when using SVD as an alternative to normal-equations solution of an overdetermined system: It is wise to scale A to have equal _column lengths_, particularly if the columns of A have very different numerical magnitudes (as might be obtained if A represented an instrument response kernel for inverting observations or fitting a model). Thus, the SVD would be performed on Z, where: Z = A S^-1 and S is a diagonal matrix consisting of the roots of the diagonal elements of A*A (A-transpose A). I can't recall what the motivation for this was; numerical stability or some issue unique to SVD use in overdetermined systems. I *believe* the reference for this is: Belsley, Kuh and Welch (1980): Regression Diagnostics, Identifying Influential Data and Sources of Collinearity, John Wiley & Sons, 292 pp. (SVD played of course a big part in their treatment of inversion of ill-conditioned matrices). If not, it may be: Draper and Smith (1981): Applied Regression Analysis. John Wiley & Sons, 407 pp. Sorry for the ambiguity, it's been ~6 years since I had to deal with this and can't recall the exact reference... - Dennis Boccippio, NASA/MSFC SD-60 In article <V68_6.2448$nx3.1001188453@den-news1.rmi.net>, "R.G.S." <rgs1967@hotmail.com> wrote: > Hail honourable svd experts, > > I'm using svdc and svsol to solve a matrix equation (like so). > SVDC, A, W, U, V,/double > result2 = SVSOL(U, W, V, data,/double) > > Is it a good idea to scale my data so that the A matrix > is between a certain range? such as (0,1). > I actually have julian day in there, so of course it seems > wise to subract off a 'zero day' and bring the julian day into > a normal range, but how important is it to scale the magnitude > of the data? > > I figure I'd try a quick "ask the audience" before trying to figure > it out. > > Thanks! > > Cheers, > bob stockwell > >

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**References**:**svd experts?***From:*R.G.S.

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