[Numpy-discussion] Re: Bug in scipy.linalg.svd?

[Robert Kern]

Webb Sprague wrote:
> Hi all,
> 
> scipy.__version__: 0.3.2
> 
> numpy.__version__: 0.9.4
> 
> OS: Gentoo.
> 
> Maybe I am missing something key here, but my Numerical Recipes book says:
> 
> "Any M x N matrix A whose number of rows M is greater than or equal to
> its number of columns N, can be written as the product of of an *M x
> N* column orthogonal matrix U, an N x N diagonal matrix W, ... and the
> transpose of an N x N orthogh matrix V."

This is only a convention. It is frequently called computing the "thin SVD."
Another convention is to return the fully expanded U matrix. scipy.linalg.svd
does the latter.

-- 
Robert Kern
robert.kern at gmail.com

"I have come to believe that the whole world is an enigma, a harmless enigma
 that is made terrible by our own mad attempt to interpret it as though it had
 an underlying truth."
  -- Umberto Eco