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fully annotated source code - version 1.34
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Public Member Functions | Private Attributes | List of all members
SVD Class Reference

Singular value decomposition. More...

#include <svd.hpp>

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Public Member Functions

 SVD (const Matrix &)
 
const MatrixU () const
 
const MatrixV () const
 
const ArraysingularValues () const
 
Matrix S () const
 
Real norm2 () const
 
Real cond () const
 
Size rank () const
 
Array solveFor (const Array &) const
 

Private Attributes

Matrix U_
 
Matrix V_
 
Array s_
 
Integer m_
 
Integer n_
 
bool transpose_
 

Detailed Description

Singular value decomposition.

Refer to Golub and Van Loan: Matrix computation, The Johns Hopkins University Press

Tests:
the correctness of the returned values is tested by checking their properties.

Definition at line 54 of file svd.hpp.

Constructor & Destructor Documentation

◆ SVD()

SVD ( const Matrix M)
explicit

Definition at line 59 of file svd.cpp.

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Member Function Documentation

◆ U()

const Matrix & U ( ) const

Definition at line 485 of file svd.cpp.

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◆ V()

const Matrix & V ( ) const

Definition at line 489 of file svd.cpp.

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◆ singularValues()

const Array & singularValues ( ) const

Definition at line 493 of file svd.cpp.

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◆ S()

Matrix S ( ) const

Definition at line 497 of file svd.cpp.

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◆ norm2()

Real norm2 ( ) const

Definition at line 508 of file svd.cpp.

◆ cond()

Real cond ( ) const

Definition at line 512 of file svd.cpp.

◆ rank()

Size rank ( ) const

Definition at line 516 of file svd.cpp.

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◆ solveFor()

Array solveFor ( const Array b) const

Definition at line 528 of file svd.cpp.

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Member Data Documentation

◆ U_

Matrix U_
private

Definition at line 69 of file svd.hpp.

◆ V_

Matrix V_
private

Definition at line 69 of file svd.hpp.

◆ s_

Array s_
private

Definition at line 70 of file svd.hpp.

◆ m_

Integer m_
private

Definition at line 71 of file svd.hpp.

◆ n_

Integer n_
private

Definition at line 71 of file svd.hpp.

◆ transpose_

bool transpose_
private

Definition at line 72 of file svd.hpp.