[Master Index] [Index for PublicToolbox/regutools]

# dsvd

## (PublicToolbox/regutools/dsvd.m in BrainStorm 2.0 (Alpha))

### Function Synopsis

    x_lambda = dsvd(U,s,V,b,lambda)

### Help Text

    DSVD Damped SVD regularization.

     x_lambda = dsvd(U,s,V,b,lambda)
     x_lambda = dsvd(U,sm,X,b,lambda) ,  sm = [sigma,mu]

     Computes the damped SVD solution defined as
        x_lambda = V*inv(diag(s + lambda))*U'*b .
     If lambda is a vector, then x_lambda is a matrix such that
        x_lambda = [ x_lambda(1), x_lambda(2), ... ] .

     If sm and X are specified, then the damped GSVD solution:
        x_lambda = X*[ inv(diag(sigma + lambda*mu)) 0 ]*U'*b
                     [            0                 I ]
     is computed.

### Cross-Reference Information

This function is called by

    fil_fac                            C:\BrainStorm_2001\PublicToolbox\regutools\fil_fac.m
    gcv                                C:\BrainStorm_2001\PublicToolbox\regutools\gcv.m
    l_corner                           C:\BrainStorm_2001\PublicToolbox\regutools\l_corner.m
    l_curve                            C:\BrainStorm_2001\PublicToolbox\regutools\l_curve.m
    muopt                              C:\BrainStorm_2001\Toolbox\muopt.m
    quasiopt                           C:\BrainStorm_2001\PublicToolbox\regutools\quasiopt.m

### Listing of function C:\BrainStorm_2001\PublicToolbox\regutools\dsvd.m

    function x_lambda = dsvd(U,s,V,b,lambda)
    %DSVD Damped SVD regularization.
    %
    % x_lambda = dsvd(U,s,V,b,lambda)
    % x_lambda = dsvd(U,sm,X,b,lambda) ,  sm = [sigma,mu]
    %
    % Computes the damped SVD solution defined as
    %    x_lambda = V*inv(diag(s + lambda))*U'*b .
    % If lambda is a vector, then x_lambda is a matrix such that
    %    x_lambda = [ x_lambda(1), x_lambda(2), ... ] .
    %
    % If sm and X are specified, then the damped GSVD solution:
    %    x_lambda = X*[ inv(diag(sigma + lambda*mu)) 0 ]*U'*b
    %                 [            0                 I ]
    % is computed.

    % Reference: M. P. Ekstrom & R. L. Rhoads, "On the application of
    % eigenvector expansions to numerical deconvolution", J. Comp.
    % Phys. 14 (1974), 319-340.

    % Per Christian Hansen, UNI-C, 07/21/90.

    % Initialization.
    if (min(lambda)<0)
      error('Illegal regularization parameter lambda')
    end
    [n,pv] = size(V); [p,ps] = size(s);

    % Compute x_lambda.
    beta = U(:,1:p)'*b;
    ll = length(lambda); x_lambda = zeros(n,ll);
    if (ps==1)
      for i=1:ll
        x_lambda(:,i) = V(:,1:p)*(beta./(s + lambda(i)));
      end
    else
      x0 = V(:,p+1:n)*U(:,p+1:n)'*b;
      for i=1:ll
        x_lambda(:,i) = V(:,1:p)*(beta./(s(:,1) + lambda(i)*s(:,2))) + x0;
      end
    end

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