psvd (Q7382271)
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Eigendecomposition, Singular-Values and the Power Method
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | psvd |
Eigendecomposition, Singular-Values and the Power Method |
Statements
For a data matrix with m rows and n columns (m>=n), the power method is used to compute, simultaneously, the eigendecomposition of a square symmetric matrix. This result is used to obtain the singular value decomposition (SVD) and the principal component analysis (PCA) results. Compared to the classical SVD method, the first r singular values can be computed.
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23 November 2025
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expanded from: GPL (≥ 2) (English)
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