SingularValueDecomposition {Microsoft.VisualBasic.Math.LinearAlgebra.Matrix}

.NET clr documentation

SingularValueDecomposition

Description

Singular Value Decomposition. 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 = USV'. 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.

Declare

            
# namespace Microsoft.VisualBasic.Math.LinearAlgebra.Matrix
export class SingularValueDecomposition {
   # Two norm condition number
   Condition: double;
   # Two norm
   Norm2: double;
   # Effective numerical matrix rank
   Rank: integer;
   # Return the diagonal matrix of singular values
   S: GeneralMatrix;
   # Return the one-dimensional array of singular values
   SingularValues: Vector;
   # Return the left singular vectors
   U: GeneralMatrix;
   # Return the right singular vectors
   V: GeneralMatrix;
}

        

.NET clr type reference tree

1. use by property member S: GeneralMatrix
2. use by property member SingularValues: Vector
3. use by property member U: GeneralMatrix
4. use by property member V: GeneralMatrix

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