\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.

Type

array

$V

$V : array

Internal storage of V.

Type

array

$s

$s : array

Internal storage of singular values.

Type

array

$m

$m : integer

Row dimension.

Type

integer

$n

$n : integer

Column dimension.

Type

integer

Methods

__construct()

__construct(  $Arg) : \Structure

Construct the singular value decomposition

Derived from LINPACK code.

Parameters

$Arg

Returns

\Structure —

to access U, S and V.

getU()

getU() : \U

Return the left singular vectors

Returns

\U

getV()

getV() : \V

Return the right singular vectors

Returns

\V

getSingularValues()

getSingularValues() : \diagonal

Return the one-dimensional array of singular values

Returns

\diagonal —

of S.

getS()

getS() : \S

Return the diagonal matrix of singular values

Returns

\S

norm2()

norm2() : \max(S)

Two norm

Returns

\max(S)

cond()

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

Two norm condition number

Returns

\max(S)/min(S)

rank()

rank() : \Number

Effective numerical matrix rank

Returns

\Number —

of nonnegligible singular values.