Singular Value Decomposition of a matrix

Discuss the spreadsheet application

Singular Value Decomposition of a matrix

Postby Bald Eagle » Tue Dec 10, 2019 4:18 am

I was wondering if anyone works with singular value decompositions (SVD) of matrices and

a. has ever implemented that in Calc analogous to:
http://www.real-statistics.com/linear-a ... nt-1364629

and

b. could answer some questions on the origin/meaning/nature and application of the results.

Thanks!
OpenOffice 4.1.1 on Windows 7
Bald Eagle
 
Posts: 68
Joined: Wed Apr 19, 2017 9:22 pm

Re: Singular Value Decomposition of a matrix

Postby RusselB » Tue Dec 10, 2019 4:51 am

I was unable to find anything through the Calc help file or on the templates page, thus I would conclude that this has not been implemented, either via the developers or someone else supplying supplemental code (aka template).

As to the second part of your query, I found https://en.wikipedia.org/wiki/Singular_value_decomposition
OpenOffice 4.1.7 and LibreOffice 6.3.3.2 on Windows 7 Pro & Ultimate
If you believe your problem has been resolved, please go to your first post in this topic, click the Edit button and add [Solved] to the beginning of the Subject line.
User avatar
RusselB
Moderator
 
Posts: 5848
Joined: Fri Jan 03, 2014 7:31 am
Location: Sarnia, ON

Re: Singular Value Decomposition of a matrix

Postby Bald Eagle » Tue Dec 10, 2019 5:05 am

Well, I wasn't hoping for too much with respect to part a (but there's still hope!)

I've been all over the web and have read many of the discussions about SVD, and most of them are hand-waving symbolic notations.
I'm hoping to come across someone who can get down to the brass tacks and have a bit of free time to answer a question or two in sufficient detail.


Thanks :)
OpenOffice 4.1.1 on Windows 7
Bald Eagle
 
Posts: 68
Joined: Wed Apr 19, 2017 9:22 pm

Re: Singular Value Decomposition of a matrix

Postby jrkrideau » Wed Dec 11, 2019 4:31 am

Bald Eagle wrote:I was wondering if anyone works with singular value decompositions (SVD) of matrices and

a. has ever implemented that in Calc analogous to:
http://www.real-statistics.com/linear-a ... nt-1364629


My guess is no. The response The functions SVD_U, SVD_D and SVD_V are not available in standard Excel. These are Real Statistics functions which allows you to calculate SVD in Excel. You can download Real Statistics for free at http://www.real-statistics.com/free-dow ... urce-pack/
shows that this is not a normal spreadsheet functionality.

and

b. could answer some questions on the origin/meaning/nature and application of the results.

Thanks!


I think you need to explain a bit about what you need and give us some idea of your math sophistication.

If you just need a program that will give you a singular value decomposition you are probably better off with Python singular value decomposition in Python or even in R singular value decomposition in R
OpenOffice 4.1.6; Ubuntu 18.04
jrkrideau
Volunteer
 
Posts: 3737
Joined: Sun Dec 30, 2007 10:00 pm
Location: Kingston Ontario Canada

Re: Singular Value Decomposition of a matrix

Postby Bald Eagle » Wed Dec 11, 2019 1:30 pm

jrkrideau wrote:My guess is no.
... this is not a normal spreadsheet functionality.


Right, I gathered that, and wondered if anyone had programmed it in as a set of macros, etc, which is why I asked if anyone had done it vs if it was available as a native Calc function.


I think you need to explain a bit about what you need and give us some idea of your math sophistication.

Spotty, but not rudimentary.
diff and integral calc a little bit of diff EQ, some matrix algebra - mostly self-taught for the purposes of comp graphics.
pharmacokinetics, chemical equilibria and kinetics, thermodynamics, - lots of chemistry ;)
I've worked a bit with Bernstein polynomials, Bezier splines/patches, FFT, autocorrelation, orbital dynamics, all sorts of things ...

If you just need a program that will give you a singular value decomposition you are probably better off with Python ...

I know that there is numpy, etc. Long term goal is to implement an SVD algorithm in a "proprietary" computer graphics application language. But I already have a few tools that DO the SVD.

What I need is to grasp how the matrices in the result manipulate/relate to the original data set.
The internals of the SVD are, at the moment, secondary to that, much like learning to change oil/tires on a car is "secondary " to learning to drive.

So right now, I'm just trying to find someone who has the ability to understand what SVD is, and is capable and willing to explain the application of the resulting matrices.

Thanks very much! :)
OpenOffice 4.1.1 on Windows 7
Bald Eagle
 
Posts: 68
Joined: Wed Apr 19, 2017 9:22 pm

Re: Singular Value Decomposition of a matrix

Postby jrkrideau » Fri Dec 13, 2019 2:29 am

Bald Eagle wrote:
jrkrideau wrote:
So right now, I'm just trying to find someone who has the ability to understand what SVD is, and is capable and willing to explain the application of the resulting matrices.

Thanks very much! :)

Far, far past my abilities, to put it mildly.

The best i can suggest is perhaps a question on https://math.stackexchange.com. Someone there may be able to point you in the right direction.

Good luck.
OpenOffice 4.1.6; Ubuntu 18.04
jrkrideau
Volunteer
 
Posts: 3737
Joined: Sun Dec 30, 2007 10:00 pm
Location: Kingston Ontario Canada

Re: Singular Value Decomposition of a matrix

Postby John_Ha » Fri Dec 13, 2019 2:18 pm

Google for thousands of hits like MATH2071: LAB 9: The Singular Value Decomposition.

Google for maths forum - there are many.

Online Matrix Calculator calculates SVD for up to 32 x 32 matrices

Clipboard02.gif

King Ptolemy asked Euclid for an easier way of learning mathematics getting the response "there is no Royal Road to geometry".

Similarly there is no Royal Road to Singular Value Decomposition - you just have to work at it yourself. As Karl Marx said "There is no royal road to science, and only those who do not dread the fatiguing climb of its steep paths have a chance of gaining its luminous summits."
LO 6.3.4.2, Windows 10 Home 64 bit

See the Writer Guide, the Writer FAQ, the Writer Tutorials and Writer for students.

Remember: Always save your Writer files as .odt files. - see here for the many reasons why.
John_Ha
Volunteer
 
Posts: 7234
Joined: Fri Sep 18, 2009 5:51 pm
Location: UK

Re: Singular Value Decomposition of a matrix

Postby Bald Eagle » Fri Dec 13, 2019 8:27 pm

John_Ha wrote:King Ptolemy asked Euclid for an easier way of learning mathematics getting the response "there is no Royal Road to geometry".

Similarly there is no Royal Road to Singular Value Decomposition - you just have to work at it yourself. As Karl Marx said "There is no royal road to science, and only those who do not dread the fatiguing climb of its steep paths have a chance of gaining its luminous summits."


Right on.
But the issue I'm having is that I see SVD being written about, with illustrations of how an ellipsoid can be manipulated by U, S, and V-transpose, yet that all doesn't seem to work out as neatly as all that, and it would be 1000 times easier to have my own mini Euclid to give me some guidance as to why it doesn't work, or seems to sometimes work - partially.
OpenOffice 4.1.1 on Windows 7
Bald Eagle
 
Posts: 68
Joined: Wed Apr 19, 2017 9:22 pm


Return to Calc

Who is online

Users browsing this forum: No registered users and 15 guests