[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

*Subject*: Re: svd experts?*From*: "R.G.S." <rgs1967(at)hotmail.com>*Date*: Thu, 28 Jun 2001 08:32:04 -0600*Newsgroups*: comp.lang.idl-pvwave*Organization*: Internet Commerce & Communications*References*: <V68_6.2448$nx3.1001188453@den-news1.rmi.net> <djboccip-E005D8.01323127062001@news.mia.bellsouth.net>*Reply-To*: "R.G.S." <rgs1967(at)hotmail.com>*Xref*: news.doit.wisc.edu comp.lang.idl-pvwave:25456

Thanks Dennis and Craig for the repsonses! Cheers, bob stockwell Dennis Boccippio <djboccip@hotmail.com> wrote in message djboccip-E005D8.01323127062001@news.mia.bellsouth.net">news:djboccip-E005D8.01323127062001@news.mia.bellsouth.net... > 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 > >

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

**Re: svd experts?***From:*Dennis Boccippio

- Prev by Date:
**Re: filled closed curve** - Next by Date:
**Re: pixel coordinates of a line** - Prev by thread:
**Re: svd experts?** - Next by thread:
**文憑 , 副學士 , 學士及碩士遙距進修課程** - Index(es):