svd
Overloads
| Name | Description |
|---|---|
svd(const RealMatrix A) -> Object | Computes the singular value decomposition (SVD) of an n-by-p RealMatrix A as a product A=USV^T where U is a n-by-m unitary, V is a p-by-m unitary, , and S is an m-by-m real positive diagonal matrix; the diagonal entries of S are known as the singular values of A and the columns of U and V are known as the left and right singular vectors of A respectively. Singular values are always sorted in decreasing order.. By default, the Jacobi algorithm is used; to use the block divide and conquer (BDC) algorithm instead, provide the option 'algorithm' with value 'bdc'. |
svd(const ComplexMatrix A) -> Object | Computes the singular value decomposition (SVD) of an n-by-p ComplexMatrix A as a product A=USV^T where U is a n-by-m unitary, V is a p-by-m unitary, , and S is an m-by-m real positive diagonal matrix; the diagonal entries of S are known as the singular values of A and the columns of U and V are known as the left and right singular vectors of A respectively. Singular values are always sorted in decreasing order.. By default, the Jacobi algorithm is used; to use the block divide and conquer (BDC) algorithm instead, provide the option 'algorithm' with value 'bdc'. |
svd(const ComplexMatrix A, const Map options) -> Object | Computes the singular value decomposition (SVD) of an n-by-p ComplexMatrix A as a product A=USV^T where U is a n-by-m unitary, V is a p-by-m unitary, , and S is an m-by-m real positive diagonal matrix; the diagonal entries of S are known as the singular values of A and the columns of U and V are known as the left and right singular vectors of A respectively. Singular values are always sorted in decreasing order. |
svd(const RealMatrix A, const Map options) -> Object | Computes the singular value decomposition (SVD) of an n-by-p RealMatrix A as a product A=USV^T where U is a n-by-m unitary, V is a p-by-m unitary, , and S is an m-by-m real positive diagonal matrix; the diagonal entries of S are known as the singular values of A and the columns of U and V are known as the left and right singular vectors of A respectively. Singular values are always sorted in decreasing order. |
svd(const RealMatrix A) -> Object
Computes the singular value decomposition (SVD) of an n-by-p RealMatrix A as a product A=USV^T where U is a n-by-m unitary, V is a p-by-m unitary, , and S is an m-by-m real positive diagonal matrix; the diagonal entries of S are known as the singular values of A and the columns of U and V are known as the left and right singular vectors of A respectively. Singular values are always sorted in decreasing order.. By default, the Jacobi algorithm is used; to use the block divide and conquer (BDC) algorithm instead, provide the option 'algorithm' with value 'bdc'.
Parameters
- A: The RealMatrix.
svd(const ComplexMatrix A) -> Object
Computes the singular value decomposition (SVD) of an n-by-p ComplexMatrix A as a product A=USV^T where U is a n-by-m unitary, V is a p-by-m unitary, , and S is an m-by-m real positive diagonal matrix; the diagonal entries of S are known as the singular values of A and the columns of U and V are known as the left and right singular vectors of A respectively. Singular values are always sorted in decreasing order.. By default, the Jacobi algorithm is used; to use the block divide and conquer (BDC) algorithm instead, provide the option 'algorithm' with value 'bdc'.
Parameters
- A: The ComplexMatrix.
svd(const ComplexMatrix A, const Map options) -> Object
Computes the singular value decomposition (SVD) of an n-by-p ComplexMatrix A as a product A=USV^T where U is a n-by-m unitary, V is a p-by-m unitary, , and S is an m-by-m real positive diagonal matrix; the diagonal entries of S are known as the singular values of A and the columns of U and V are known as the left and right singular vectors of A respectively. Singular values are always sorted in decreasing order.
Parameters
- A: The ComplexMatrix.
- options: Map of SVD options
- algorithm (string): The SVD algorithm to use. Possible values are 'jacobi' (default) and 'bdc' (Bidiagonal Divide and Conquer).
svd(const RealMatrix A, const Map options) -> Object
Computes the singular value decomposition (SVD) of an n-by-p RealMatrix A as a product A=USV^T where U is a n-by-m unitary, V is a p-by-m unitary, , and S is an m-by-m real positive diagonal matrix; the diagonal entries of S are known as the singular values of A and the columns of U and V are known as the left and right singular vectors of A respectively. Singular values are always sorted in decreasing order.
Parameters
- A: The RealMatrix.
- options: Map of SVD options
- algorithm (string): The SVD algorithm to use. Possible values are 'jacobi' (default) and 'bdc' (Bidiagonal Divide and Conquer).