I don't quite get these formulations  shouldn't Ak be in there
somewhere? you have a new row of that (well, some piece of some new
row of Ak), and need a new row of Uk. Or: surely the expression
depends on V?
On Sun, Sep 16, 2012 at 5:33 PM, Ted Dunning <ted.dunning@gmail.com> wrote:
> And if you want the reduced rank representation of A, you have it already
> with
>
> A_k = U_k S_k V_k'
>
> Assume that A is n x m in size. This means that U_k is n x k and V_k is m
> x k
>
> The rank reduced projection of an n x 1 column vector is
>
> u_k = U_k U_k' u
>
> Beware that v_k is probably not sparse even if v is sparse.
>
> Similarly, the rank reduced projection of a 1 x m row vector is
>
> v_k = v V_k V_k'
>
> A similar sparsity warning applies to v_k. This is why it is usually
> preferable to just work in the reduced space directly.
