CADability dotNET
Assembly: CADability (in CADability.dll) Version: 1.1.4254.24737 (1.1.*)
Singular Value Decomposition.
Namespace: CADability.LinearAlgebraAssembly: CADability (in CADability.dll) Version: 1.1.4254.24737 (1.1.*)
Syntax
C# |
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[SerializableAttribute] public class SingularValueDecomposition |
Visual Basic |
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<SerializableAttribute> _ Public Class SingularValueDecomposition |
Visual C++ |
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[SerializableAttribute] public ref class SingularValueDecomposition |
Remarks
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.