I cant get tikhonov(U,s,V,b,lambda,x_0) to run even for a simple example given in Christian Hansen Package. Here it is including the error:
EDU>> clear
EDU>> A= [
0.15 0.1
0.16 0.1
2.02 1.3
];
b =[
0.27
0.25
3.33];
x=[
1;1
];
b=A*x;
db=[.01; -.032; .01];
b1=b+db;
x2=pinv(A)*b1;
x_0=[0;0];
lambda=0.001;
[U,s,V]=svd(A);
[x_lambda,rho,eta]=tikhonov(U,s,V,b,lambda,x_0);
[x_lambda,rho,eta]=tikhonov(U,s,V,b1,lambda,x_0);
Index exceeds matrix dimensions.
Error in tikhonov (line 66)
if (nargin==6), omega = V\x_0; omega = omega(1:p); end
%******************************************************************
When I try it on
A=hilb(12)
x=[1;1;1;1;1;1;1;1;1;1;1;1
after computong
b=A*x
and
U,s,V
x_0=[0;0;0;0;0;0;0;0;0;0;0;0]
I get NaN for output.
Not sure what I'm doing wrong. Can someone give a simple example that runs?
Thank you

 Akzeptierte Antwort

Daniel Vasilaky
Daniel Vasilaky am 11 Jul. 2013

0 Stimmen

OK, I know what I was doing wrong. Instead of the full SVD I should have used the compact SVD, namely csvd. In a compact svd the columns of U and the rows of V’ are computed only for non-zero singular values. The zeroes in the full svd were causing the errors. Apologies for my ignorance.

Weitere Antworten (1)

Yishi
Yishi am 21 Jan. 2015

0 Stimmen

That works, I did not know either, but thanks for posting this comment

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