Suppose I have a matrix . I compute its eigenmodes
are eigenvectors and eigenvalues of size . The eigenvalues are put in a descending order.
Now I cut off several eigenmodes (the ones having small value), it becomes
What I want is to reconstruct from .
It seems that in Matlab, if I just modify the above equation
it will not work.
So my question is: how can I reliably reconstruct the original matrix by using its reduced eigenmodes? Thanks!!