ISingularValueDecomposition Type

Singular Value Decomposition for a rectangular matrix.

For an m-by-n matrix A with m >= n, the singular value decomposition is an m-by-n orthogonal matrix U, an n-by-n diagonal matrix S, and an n-by-n orthogonal matrix V so that A = U * S * V'. The singular values, sigma[k] = S[k,k], are ordered so that sigma[0] >= sigma[1] >= ... >= sigma[n-1]. The singular value decompostion always exists, so the constructor will never fail. The matrix condition number and the effective numerical rank can be computed from this decomposition.

Instance members

Instance member Description

this.Condition

Full Usage: this.Condition

Returns: float
Modifiers: abstract

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

Returns: float

this.Diagonal

Full Usage: this.Diagonal

Returns: float[]
Modifiers: abstract

Return the one-dimensional array of singular values.

Returns: float[]

this.Norm2

Full Usage: this.Norm2

Returns: float
Modifiers: abstract

Returns the Two norm.

Returns: float

this.Rank

Full Usage: this.Rank

Returns: int
Modifiers: abstract

Returns the effective numerical matrix rank.

Returns: int