| Visual Basic (Declaration) | |
|---|---|
Public Class CSVD | |
| Visual Basic (Usage) | |
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Dim instance As CSVD | |
| C# | |
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public class CSVD | |
| C++/CLI | |
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public ref class CSVD | |
The Singular Value Decomposition (SVD) of a mxn matrix A is written A = U*S*VH where S is an nxn (mxn if m<n) matrix which is zero except for its min(m,n) diagonal elements, U is an mxn (mxm if m<n) orthogonal/unitary matrix, and V is an nxn orthogonal/unitary matrix.
The diagonal elements of S are the singular values of A; they are real and non-negative, and are returned in descending order.
The first min(m,n) columns of U and V are the left and right singular vectors of A.
Target Platforms: Windows 2000, Windows XP, Windows Server 2003 family, Windows Vista, Windows Server 2008 family, Windows 7