Description
Outputs a low rank approximation of a matrix and the residual. Useful for judging what the appropriate rank of your dataset is.
% Performs SVD on matrix A and outputs the rank r'th approximation as A_r % The residual data R = A - A_r is also an output. function [A_r,R] = svdrank(A,r) [U,S,V] = svd(A); A_r = U(:,1:r)*S(1:r,1:r)*V(:,1:r)'; R = A - A_r; figure(); imagesc(A_r); title(['Rank ' num2str(r) ' Approximation']); figure(); imagesc(R); title(['Rank ' num2str(r) ' Residual']); end https://matlab1.com/shop/python-code/augmenting-the-dataset-in-tensorflow/
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