sva singular value approximation

## Syntax

    [U,s,V]=sva(A,k)
                [U,s,V]=sva(A,tol)

## Arguments

A

  real or complex matrix

k

  integer

tol

  nonnegative real number

## Description

Singular value approximation.

`[U,S,V]=sva(A,k)` with `k` an integer >=1, returns `U,S` and `V` such that `B=U*S*V'` is the best L2 approximation of `A` with rank(`B`)=`k`.

`[U,S,V]=sva(A,tol)` with `tol` a real number, returns `U,S` and `V` such that `B=U*S*V'` such that L2-norm of `A-B` is at most `tol`.

## Examples

    A=rand(5,4)*rand(4,5);
    [U,s,V]=sva(A,2);
    B=U*s*V';
    svd(A)
    svd(B)
    clean(svd(A-B))

## See also

- svd