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From: Peter Perkins <Peter.PerkinsRemoveThis@mathworks.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: SVD with Missing Values
Date: Fri, 05 Dec 2008 09:20:20 -0500
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Samuel wrote:
> In MATLAB, what is the best way to handle a single value decomposition where k is much less then m or n (MxN matrix) for a data set with many missing values such that the missing values have a minimal effect on the decomposition. Thanks.

Samuel, SVD is an algorithm in computational linear algebra.  Many statistical models/methods use SVD as a computational tool, but it is not a statistical model pe se.  You're asking about missing data, which is a statistical issue.  It's impossible to give advice about statistical issues without knowing what what you're really doing, statistically.  It may be Principal Components Analysis, it may be something else entirely.