.NET Matrix Library
CSVD Class
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Represents the Singular Value Decomposition (SVD) of a general complex matrix.

Syntax

Visual Basic (Declaration) 
Public Class CSVD 
   Implements IDisposable 
C# 
public class CSVD : IDisposable 
C++/CLI 
public ref class CSVD : public IDisposable 

Remarks

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.

Requirements

Namespace: Bluebit.MatrixLibrary

Platforms: Windows 7, Windows Vista, Windows XP Home Edition, Windows XP Professional, Windows Server 2003 family, Windows 2000

Assembly: Bluebit.MatrixLibrary (in Bluebit.MatrixLibrary.dll)

See Also

.NET Matrix Library Documentation