performs a singular value back substitution

dst = svd.backSubst(src)

Input

• src right-hand side of a linear system (u*w*v')*dst = src to be solved, where A has been previously decomposed into u, w, and vt (stored in class).

Output

• dst found solution of the system.

The method calculates a back substitution for the specified right-hand side.

x = vt^T * diag(w)^-1 * u^T * src
  ~ A^-1* src

Using this technique you can either get a very accurate solution of the convenient linear system, or the best (in the least-squares terms) pseudo-solution of an overdetermined linear system.

Note

Explicit SVD with the further back substitution only makes sense if you need to solve many linear systems with the same left-hand side (for example, src). If all you need is to solve a single system (possibly with multiple rhs immediately available), simply call solve add pass 'SVD' there. It does absolutely the same thing.