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 member | Description |
Full Usage:
this.Condition
Returns: float
Modifiers: abstract |
Returns the condition number
|
Full Usage:
this.Diagonal
Returns: float[]
Modifiers: abstract |
Return the one-dimensional array of singular values.
|
Full Usage:
this.Norm2
Returns: float
Modifiers: abstract |
Returns the Two norm.
|
Full Usage:
this.Rank
Returns: int
Modifiers: abstract |
Returns the effective numerical matrix rank.
|