Compute vec(VBXpV T Sample Clauses

Compute vec(VBXpV T where vec(Xp) = xp. The result is xTSVD. Although this requires several steps, each step is computationally cheap. The most expensive step is either multiplication with Vk (and equally Uk) at O(k2) or multiplication with V1 (and U1) at O(n3) depending on the relative size of k and n. (See Section 5.3 for time complexity analysis of the work to construct, rather than use, the factorization.) And once again, like the truncation method, storage is cheap, at O(k2 + n2) to represent matrices of size up to O(n2k).
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