5,332
edits
Line 91: | Line 91: | ||
* First take the SVD of A: <math>A = UDV^T</math> | * First take the SVD of A: <math>A = UDV^T</math> | ||
* Now <math>x = V_j</math>, the <math>j</math>-th column of <math>V</math>. Reshape this to get <math>Q_{est}</math>. | * Now <math>x = V_j</math>, the <math>j</math>-th column of <math>V</math>. Reshape this to get <math>Q_{est}</math>. | ||
* In practice, this may not be rank 2 so we take the SVD <math>Q_{est}=U diag(r,s,t) V^T</math> | * In practice, this may not be rank 2 so we take the another SVD <math>Q_{est}=U diag(r,s,t) V^T</math> | ||
* Zero out the third singular value to get a final estimate | |||
*: <math>Q' = U diag(r,s,0) V^T</math> | *: <math>Q' = U diag(r,s,0) V^T</math> | ||