FloatSVDDecomp Type

This class computes the SVD factorization of a general FloatMatrix.

Copyright (c) 2003-2004, dnAnalytics Project. All rights reserved. See http://www.dnAnalytics.net for details.

Adopted to Altaxo (c) 2005 Dr. Dirk Lellinger.

Constructors

Constructor Description

FloatSVDDecomp(matrix, computeVectors)

Full Usage: FloatSVDDecomp(matrix, computeVectors)

Parameters:
    matrix : IROMatrix<float32> - The matrix to decompose.
    computeVectors : bool - Whether to compute the singular vectors or not.

Constructor for SVD decomposition class.

matrix : IROMatrix<float32>

The matrix to decompose.

computeVectors : bool

Whether to compute the singular vectors or not.

ArgumentNullException matrix is null.

FloatSVDDecomp(matrix)

Full Usage: FloatSVDDecomp(matrix)

Parameters:
    matrix : IROMatrix<float32> - The matrix to decompose.

Constructor for SVD decomposition class.

matrix : IROMatrix<float32>

The matrix to decompose.

ArgumentNullException matrix is null.

Instance members

Instance member Description

this.Condition

Full Usage: this.Condition

Returns: float32 the condition number.

Returns the condition number max(S) / min(S).

Returns: float32

the condition number.

this.Norm2

Full Usage: this.Norm2

Returns: float32 the two norm of the matrix.

Returns the two norm of the matrix.

Returns: float32

the two norm of the matrix.

this.Rank

Full Usage: this.Rank

Returns: int the number of non-negligible singular values.

Returns the effective numerical matrix rank>.

Returns: int

the number of non-negligible singular values.

this.S

Full Usage: this.S

Returns: FloatVector the singular values as a diagonal FloatVector.

Returns the singular values as a FloatVector.

Returns: FloatVector

the singular values as a diagonal FloatVector.

this.U

Full Usage: this.U

Returns: FloatMatrix the left singular vectors. The vectors will be null if, computerVectors is set to false.

Returns the left singular vectors.

Returns: FloatMatrix

the left singular vectors. The vectors will be null if, computerVectors is set to false.

this.V

Full Usage: this.V

Returns: FloatMatrix the right singular vectors. The vectors will be null if, computerVectors is set to false.

Returns the right singular vectors.

Returns: FloatMatrix

the right singular vectors. The vectors will be null if, computerVectors is set to false.

this.W

Full Usage: this.W

Returns: FloatMatrix the singular values as a diagonal matrix.

Returns the singular values as a diagonal matrix.

Returns: FloatMatrix

the singular values as a diagonal matrix.