Subject: [MUG]Svd for complex matrix
I may recommend you my symbolic program for computing the svd of any
matrix. You may download it from
http://www.matesco.unican.es/~olazabal/software/maples/algelin/english
Also, you can see a simple example of a maple worksheet in
http://www.matesco.unican.es/~olazabal/software/maples/algelin/english/Metri
cs/cholesky/cholesky23.html
Once you have loaded the whole program (the 5 files!) you may try the following:
> A:= matrix(2,2,[1+I,0,0,1]):
> l:=SVD(A):
> U:=l[1];
U := matrix([[(1/2+1/2*I)*sqrt(2), 0], [0, 1]])
> DD:=l[2];
DD:=matrix([[sqrt(2), 0], [0, 1]])
> V:=l[3];
V:= matrix([[1, 0], [0, 1]])]
> equal(A,evalm(U&*DD&*V));
true
Yours sincerely,
J.M. de Olazabal
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