scipy.linalg.interpolative.id_to_svd

scipy.linalg.interpolative.id_to_svd(B, idx, proj)

Convert ID to SVD.

The SVD reconstruction of a matrix with skeleton matrix B and ID indices and coefficients idx and proj, respectively, is:

U, S, V = id_to_svd(B, idx, proj)
A = numpy.dot(U, numpy.dot(numpy.diag(S), V.conj().T))

See also svd.

Parameters:

B : numpy.ndarray

Skeleton matrix.

idx : numpy.ndarray

Column index array.

proj : numpy.ndarray

Interpolation coefficients.

Returns:

U : numpy.ndarray

Left singular vectors.

S : numpy.ndarray

Singular values.

V : numpy.ndarray

Right singular vectors.