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 Vista, Windows XP Home Edition, Windows XP Professional, Windows Server 2003 family, Windows 2000
Assembly: Bluebit.MatrixLibrary (in Bluebit.MatrixLibrary.dll)