sva(1)

NAME
sva - singular value approximation

CALLING SEQUENCE
[U,s,V]=sva(A,k)
[U,s,V]=sva(A,tol)

PARAMETERS

A   : real or complex matrix

k   : integer

tol : nonnegative real number

DESCRIPTION
Singular value approximation.

 with k an integer >=1, returns U,S and V such that
B=U*S*V' is the bast L2 approximation
of A with rank(B)=k.

 with tol a real number, returns U,S and V such that
B=U*S*V' such that L2-norm of  A-B is at most tol.

SEE ALSO
svd