*COMP

*COMP, Matrix, Algorithm, THRESHOLD, Val1, Val2
Compresses a matrix using a specified algorithm.

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Argument Descriptions

Matrix

Name of the matrix to compress.

Algorithm

Algorithm or method to use:

SVD -- 

Singular value decomposition algorithm (default).

MGS -- 

Modified Gram-Schmidt algorithm.

SPARSE -- 

Compress a sparse matrix based on the threshold value.

THRESHOLD

Numerical threshold value used to manage the compression. The default value depends on the method of compression: 1E-7 for SVD; 1E-14 for MGS; 1E-16 for SPARSE.

Val1 and Val2 are additional input used only for the SVD algorithm:

Val1

Name of the vector used to store the values (see "Notes" below). This argument is optional.

Val2

Name of the dense matrix used to store the output matrix (see "Notes" below). This argument is optional.

Notes

The SVD and MGS algorithms are only applicable to dense matrices that were created using the *DMAT command. Columns that are linearly dependent on others are removed, leaving the independent or basis vectors. The matrix is resized according to the new size determined by the algorithm.

For the SVD algorithm, the singular value decomposition of an input matrix is a factorization of the form:

Here, the matrix is replaced by the matrix, according to the specified threshold.

The SPARSE compression method is only applicable to sparse matrices that were created using the *SMAT command. All terms that have an absolute value below the specified threshold, relative to the maximum value in the matrix, are removed from the original matrix. For example, given a sparse matrix having 100 as the largest term and THRESHOLD = 0.5, all terms having an absolute value below 0.5*100 = 50 are removed.

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