Matrix inverse with svd

27 vues (au cours des 30 derniers jours)
Elie Hatem
Elie Hatem le 7 Juin 2021
Commenté : Arnab Paul le 27 Oct 2023
Hello,
I am trying to invert a matrix using svd and \ and comparing the result with inv().
For this matrix:
A = [ 2 4 6; 8 5 7 ; 0 3 1]
I did the svd decomposition as follows:
[U,S,V] = svd(A);
And, I believe the inverse of A can be expressed as :
So, I tried it by writing the code below:
disp('inverse with svd:')
disp(V*S\U')
And, I got this answer:
inverse with svd:
0.0236 0.0440 -0.0528
0.1765 0.1361 0.1922
0.4277 -0.3787 -0.1247
Then, I tried to invert A using inv() as follows:
disp('inverse with inv:')
disp(inv(A))
However, I got a different answer as seen below:
inverse with inv:
-0.2000 0.1750 -0.0250
-0.1000 0.0250 0.4250
0.3000 -0.0750 -0.2750
Can someone tell me what I am doing wrong?
My main goal is that I want to use svd to invert large matrices that may be close to becoming singular.
Thank you

Réponse acceptée

Christine Tobler
Christine Tobler le 7 Juin 2021
Use one of
A = [ 2 4 6; 8 5 7 ; 0 3 1]
A = 3×3
2 4 6 8 5 7 0 3 1
[U,S,V] = svd(A);
V*inv(S)*U'
ans = 3×3
-0.2000 0.1750 -0.0250 -0.1000 0.0250 0.4250 0.3000 -0.0750 -0.2750
V*(S\U')
ans = 3×3
-0.2000 0.1750 -0.0250 -0.1000 0.0250 0.4250 0.3000 -0.0750 -0.2750
% The formula you're using above puts the parentheses in a different place
% than you think:
V*S \ U'
ans = 3×3
0.0236 0.0440 -0.0528 0.1765 0.1361 0.1922 0.4277 -0.3787 -0.1247
(V*S) \ U'
ans = 3×3
0.0236 0.0440 -0.0528 0.1765 0.1361 0.1922 0.4277 -0.3787 -0.1247
  2 commentaires
Elie Hatem
Elie Hatem le 7 Juin 2021
Thank you so much!
Arnab Paul
Arnab Paul le 27 Oct 2023
What happens to non-square matrix?
is it same as pinv(A)?

Connectez-vous pour commenter.

Plus de réponses (0)

Catégories

En savoir plus sur Linear Algebra dans Help Center et File Exchange

Produits


Version

R2020a

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by