frob_chop.m

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Truncates SVD decomposition to the user-specified threshold in the Frobenius norm.

Syntax

     r=frob_chop(s,tol)

Arguments

   s   - a vector of singular values for a matrix,
         in descending order

   tol - truncation threshold

Outputs

   r   - the number of singular values to keep

See also

ttclass/shrink.m


Version 2.1, authors: Ilya Kuprov, Dmitry Savostyanov