keep_rank.m

Truncates the singular value decomposition at the specified rank and reassembles the matrix.

Syntax

    A=keep_rank(A,rank)

Parameters

        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

Numerical infrastructure, frob_chop.m, ttclass/shrink.m

Version 2.5, authors: Ilya Kuprov