Difference between revisions of "Keep rank.m"
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Revision as of 10:56, 4 September 2020
Truncates the singular value decomposition at the specified rank and reassembles the matrix.
Syntax
A=keep_rank(A,rank)
Arguments
A - real or complex matrix, will be
converted to full if a sparse
matrix is received
rank - number of singular values to keep
Outputs
A - filtered matrix, returned as full
See also
Version 2.5, authors: Ilya Kuprov
