C# Class YAMP.Numerics.SingularValueDecomposition

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 = 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.

Mostra file Open project: FlorianRappl/YAMP Class Usage Examples

Public Methods

Method	Description
Condition ( ) : double	Two norm condition number
GetU ( ) : MatrixValue	Return the left singular vectors
GetV ( ) : MatrixValue	Return the right singular vectors
Norm2 ( ) : double	Two norm
Rank ( ) : int	Effective numerical matrix rank
SingularValueDecomposition ( MatrixValue Arg ) : System	Construct the singular value decomposition

Method Details

Condition() public method

Two norm condition number

public Condition ( ) : double
return	double

GetU() public method

Return the left singular vectors

public GetU ( ) : MatrixValue
return	YAMP.MatrixValue

GetV() public method

Return the right singular vectors

public GetV ( ) : MatrixValue
return	YAMP.MatrixValue

Norm2() public method

Two norm

public Norm2 ( ) : double
return	double

Rank() public method

Effective numerical matrix rank

public Rank ( ) : int
return	int

SingularValueDecomposition() public method

Construct the singular value decomposition

public SingularValueDecomposition ( MatrixValue Arg ) : System
Arg	YAMP.MatrixValue	Rectangular matrix
return	System