\SingularValueDecomposition

Summary

Methods
Properties
Constants
__construct()
getU()
getV()
getSingularValues()
getS()
norm2()
cond()
rank()
No public properties found
No constants found
No protected methods found
No protected properties found
N/A
No private methods found
\$U
\$V
\$s
\$m
\$n
N/A

Properties

\$U

`\$U : array`

Internal storage of U.

array

\$V

`\$V : array`

Internal storage of V.

array

\$s

`\$s : array`

Internal storage of singular values.

array

\$m

`\$m : integer`

Row dimension.

integer

\$n

`\$n : integer`

Column dimension.

integer

Methods

__construct()

`__construct(  \$Arg) : \Structure`

Construct the singular value decomposition

Derived from LINPACK code.

 \$Arg

Returns

\Structure —

to access U, S and V.

getU()

`getU() : \U`

Return the left singular vectors

\U

getV()

`getV() : \V`

Return the right singular vectors

\V

getSingularValues()

`getSingularValues() : \diagonal`

Return the one-dimensional array of singular values

\diagonal —

of S.

getS()

`getS() : \S`

Return the diagonal matrix of singular values

\S

norm2()

`norm2() : \max(S)`

Two norm

\max(S)

cond()

`cond() : \max(S)/min(S)`

Two norm condition number

\max(S)/min(S)

rank()

`rank() : \Number`

Effective numerical matrix rank

Returns

\Number —

of nonnegligible singular values.